+294.5%
KEEL vs FFIV
+224.3%
+70.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +1.1% |
| 7D | +2.9% | +5.4% | -2.6% | -1.5% |
| 30D | +0.8% | -2.7% | +3.5% | +2.5% |
| 3M | -35.3% | +4.5% | -39.9% | -38.0% |
| 6M | +59.4% | +42.2% | +17.2% | +17.3% |
| YTD | +51.9% | +61.3% | -9.4% | +0.3% |
| 1Y | +75.0% | +23.0% | +52.0% | +46.1% |
| 3Y | +224.5% | +156.3% | +68.3% | +56.4% |
| 5Y | -35.9% | +102.9% | -138.8% | -63.3% |
| All | +294.5% | +224.3% | +70.2% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling