-45.4%
KEEL vs FGI
-70.0%
+24.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -12.8% | -4.1% | -8.7% | -12.6% |
| 30D | -37.4% | -3.4% | -34.0% | -37.3% |
| 3M | -43.8% | +61.8% | -105.6% | -47.7% |
| 6M | -51.9% | +17.0% | -68.9% | -54.5% |
| YTD | -18.7% | +31.4% | -50.1% | -27.9% |
| 1Y | -46.6% | +42.7% | -89.3% | -53.7% |
| 3Y | +59.2% | -0.1% | +59.3% | +27.2% |
| All | -45.4% | -70.0% | +24.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling