+294.5%
KEEL vs FIVE
+125.0%
+169.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.2% |
| 7D | +2.9% | -3.0% | +5.9% | +4.3% |
| 30D | +0.8% | +2.7% | -1.9% | -0.8% |
| 3M | -35.3% | +21.1% | -56.4% | -41.0% |
| 6M | +59.4% | +11.9% | +47.5% | +49.4% |
| YTD | +51.9% | +29.9% | +22.1% | +34.4% |
| 1Y | +75.0% | +67.8% | +7.2% | +39.7% |
| 3Y | +224.5% | +52.8% | +171.8% | +144.0% |
| 5Y | -35.9% | +31.3% | -67.2% | -48.8% |
| All | +294.5% | +125.0% | +169.5% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling