+312.2%
KEEL vs FFIV
+206.9%
+105.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.7% |
| 7D | +21.5% | -1.5% | +23.0% | +23.0% |
| 30D | -3.9% | -2.7% | -1.2% | -2.6% |
| 3M | -34.1% | -1.7% | -32.4% | -33.5% |
| 6M | +82.8% | +36.1% | +46.7% | +39.4% |
| YTD | +58.7% | +52.6% | +6.1% | +9.6% |
| 1Y | +191.4% | +21.5% | +169.9% | +146.9% |
| 3Y | +205.7% | +142.7% | +63.1% | +54.1% |
| 5Y | -37.0% | +92.6% | -129.6% | -62.3% |
| All | +312.2% | +206.9% | +105.3% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling