+177.6%
KEEL vs FIVE
+66.7%
+110.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +0.4% |
| 7D | +7.8% | +4.3% | +3.5% | +4.9% |
| 30D | -11.7% | +12.5% | -24.2% | -19.1% |
| 3M | -41.5% | +31.2% | -72.7% | -52.0% |
| 6M | +54.9% | +14.4% | +40.5% | +38.0% |
| YTD | +47.7% | +33.9% | +13.8% | +13.8% |
| 1Y | +177.6% | +65.1% | +112.5% | +69.9% |
| All | +177.6% | +66.7% | +110.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling