-38.2%
KEEL vs FFIV
+95.0%
-133.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -5.6% |
| 7D | +2.7% | +1.6% | +1.1% | +0.8% |
| 30D | +4.6% | -3.7% | +8.3% | +8.1% |
| 3M | -34.5% | +2.0% | -36.4% | -36.8% |
| 6M | +59.3% | +39.3% | +20.0% | +5.3% |
| YTD | +46.4% | +56.1% | -9.7% | -16.5% |
| 1Y | +96.6% | +22.0% | +74.6% | +52.6% |
| 3Y | +182.0% | +148.2% | +33.8% | -10.5% |
| 5Y | -38.2% | +96.3% | -134.6% | -71.9% |
| All | -38.2% | +95.0% | -133.3% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling