-1.7%
KEEL vs FGI
-66.2%
+64.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +9.4% | -16.7% | -7.8% |
| 7D | +2.7% | +22.8% | -20.1% | +1.6% |
| 30D | +4.6% | +85.9% | -81.4% | -3.1% |
| 3M | -34.5% | +32.4% | -66.9% | -37.9% |
| 6M | +59.3% | +106.3% | -47.1% | +36.5% |
| YTD | +46.4% | +48.4% | -2.0% | +29.5% |
| 1Y | +96.6% | +116.4% | -19.8% | +55.3% |
| 3Y | +182.0% | +9.2% | +172.8% | +125.4% |
| All | -1.7% | -66.2% | +64.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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