+212.7%
KEEL vs FDS
-36.6%
+249.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.8% | -1.5% | -7.7% |
| 7D | +2.7% | -16.0% | +18.7% | +1.2% |
| 30D | +4.6% | -6.7% | +11.3% | +4.1% |
| 3M | -34.5% | +6.0% | -40.4% | -35.1% |
| 6M | +59.3% | +25.1% | +34.2% | +51.5% |
| YTD | +46.4% | -8.1% | +54.5% | +50.9% |
| 1Y | +96.6% | -26.0% | +122.6% | +116.7% |
| All | +212.7% | -36.6% | +249.4% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling