+294.5%
KEEL vs FIVN
-51.1%
+345.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.1% |
| 7D | +2.9% | -7.8% | +10.7% | +6.6% |
| 30D | +0.8% | -1.7% | +2.6% | +0.2% |
| 3M | -35.3% | +47.2% | -82.5% | -50.1% |
| 6M | +59.4% | +82.7% | -23.3% | +3.1% |
| YTD | +51.9% | +52.9% | -1.0% | +5.3% |
| 1Y | +75.0% | +17.5% | +57.5% | +40.3% |
| 3Y | +224.5% | -55.8% | +280.4% | +321.7% |
| 5Y | -35.9% | -82.3% | +46.4% | +35.4% |
| All | +294.5% | -51.1% | +345.6% | +542.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling