+309.9%
KEEL vs FDS
+9.7%
+300.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | +19.3% | -8.8% | +28.1% | +20.7% |
| 30D | +9.1% | -1.4% | +10.5% | +8.9% |
| 3M | -31.5% | +13.9% | -45.4% | -34.7% |
| 6M | +75.8% | +27.4% | +48.4% | +60.5% |
| YTD | +57.9% | -2.5% | +60.3% | +56.0% |
| 1Y | +133.3% | -23.8% | +157.1% | +147.4% |
| 3Y | +204.1% | -32.5% | +236.6% | +233.6% |
| 5Y | -37.5% | -23.2% | -14.4% | -31.3% |
| All | +309.9% | +9.7% | +300.2% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling