-37.5%
KEEL vs FIVE
+35.6%
-73.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.9% |
| 7D | +19.3% | +1.7% | +17.6% | +18.2% |
| 30D | +9.1% | +5.0% | +4.1% | +5.5% |
| 3M | -31.5% | +29.5% | -61.0% | -41.2% |
| 6M | +75.8% | +12.4% | +63.4% | +61.2% |
| YTD | +57.9% | +31.2% | +26.7% | +34.1% |
| 1Y | +133.3% | +72.9% | +60.5% | +72.3% |
| 3Y | +204.1% | +53.0% | +151.1% | +117.8% |
| 5Y | -37.5% | +34.2% | -71.7% | -48.9% |
| All | -37.5% | +35.6% | -73.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling