+6.6%
KEEL vs FGI
-69.8%
+76.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.4% |
| 7D | +21.5% | +5.2% | +16.3% | +21.2% |
| 30D | -3.9% | +65.2% | -69.1% | -10.3% |
| 3M | -34.1% | +30.2% | -64.3% | -37.7% |
| 6M | +82.8% | +87.8% | -5.0% | +56.9% |
| YTD | +58.7% | +32.5% | +26.3% | +41.3% |
| 1Y | +191.4% | +93.6% | +97.8% | +131.5% |
| 3Y | +205.7% | -2.6% | +208.3% | +145.9% |
| All | +6.6% | -69.8% | +76.4% | +5.8% |
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