-45.3%
KEEL vs FFIV
+33.5%
-78.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -13.6% | -9.8% | -3.8% | -9.6% |
| 30D | -39.1% | -28.1% | -11.0% | -31.9% |
| 3M | -48.9% | -20.0% | -28.9% | -46.5% |
| 6M | -35.4% | -0.1% | -35.3% | -39.1% |
| YTD | -10.6% | +29.2% | -39.8% | -29.9% |
| 1Y | -45.3% | +36.6% | -81.9% | -57.2% |
| All | -45.3% | +33.5% | -78.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling