+75.0%
KEEL vs FIGR
-3.1%
+78.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +5.8% |
| 7D | +2.9% | -3.0% | +5.9% | +4.3% |
| 30D | +0.8% | +13.7% | -12.8% | -4.9% |
| 3M | -35.3% | +23.9% | -59.2% | -41.5% |
| 6M | +59.4% | -8.4% | +67.8% | +59.4% |
| YTD | +51.9% | -14.6% | +66.5% | +36.0% |
| 1Y | +75.0% | +12.1% | +62.9% | +31.3% |
| All | +75.0% | -3.1% | +78.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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