+237.3%
KEEL vs FIVE
+52.3%
+185.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +19.3% | +1.7% | +17.6% | +18.6% |
| 30D | +9.1% | +5.0% | +4.1% | +6.9% |
| 3M | -31.5% | +29.5% | -61.0% | -37.6% |
| 6M | +75.8% | +12.4% | +63.4% | +67.4% |
| YTD | +57.9% | +31.2% | +26.7% | +43.9% |
| 1Y | +133.3% | +72.9% | +60.5% | +97.3% |
| All | +237.3% | +52.3% | +185.0% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling