+75.0%
KEEL vs FIVE
+66.5%
+8.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +2.8% |
| 7D | +2.9% | -3.0% | +5.9% | +5.3% |
| 30D | +0.8% | +2.7% | -1.9% | -2.4% |
| 3M | -35.3% | +21.1% | -56.4% | -45.0% |
| 6M | +59.4% | +11.9% | +47.5% | +39.2% |
| YTD | +51.9% | +29.9% | +22.1% | +10.6% |
| 1Y | +75.0% | +67.8% | +7.2% | -8.5% |
| All | +75.0% | +66.5% | +8.5% | -8.5% |
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