+74.1%
KEEL vs FIVE
+40.2%
+33.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.3% |
| 7D | +18.2% | +2.4% | +15.7% | +17.3% |
| 30D | -32.1% | +15.8% | -47.9% | -35.1% |
| 3M | -44.9% | +3.8% | -48.7% | -45.8% |
| 6M | -52.1% | +18.5% | -70.6% | -55.1% |
| YTD | -17.0% | +31.2% | -48.2% | -24.1% |
| 1Y | -38.5% | +61.8% | -100.3% | -46.9% |
| All | +74.1% | +40.2% | +33.9% | +64.4% |
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