+205.7%
KEEL vs FGI
-6.2%
+211.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.4% |
| 7D | +21.5% | +5.2% | +16.3% | +21.3% |
| 30D | -3.9% | +65.2% | -69.1% | -7.0% |
| 3M | -34.1% | +30.2% | -64.3% | -35.7% |
| 6M | +82.8% | +87.8% | -5.0% | +67.6% |
| YTD | +58.7% | +32.5% | +26.3% | +49.1% |
| 1Y | +191.4% | +93.6% | +97.8% | +157.8% |
| 3Y | +205.7% | -2.6% | +208.3% | +183.3% |
| All | +205.7% | -6.2% | +211.9% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling