+312.2%
KEEL vs FIVE
+133.7%
+178.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.2% |
| 7D | +21.5% | +3.7% | +17.8% | +19.6% |
| 30D | -3.9% | +4.0% | -7.8% | -5.8% |
| 3M | -34.1% | +36.2% | -70.3% | -42.9% |
| 6M | +82.8% | +18.0% | +64.8% | +67.4% |
| YTD | +58.7% | +34.9% | +23.8% | +38.0% |
| 1Y | +191.4% | +67.9% | +123.5% | +131.1% |
| 3Y | +205.7% | +57.3% | +148.4% | +127.1% |
| 5Y | -37.0% | +39.5% | -76.5% | -50.7% |
| All | +312.2% | +133.7% | +178.4% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling