+224.5%
KEEL vs FLR
+54.2%
+170.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.8% |
| 7D | +2.9% | -3.5% | +6.4% | +5.9% |
| 30D | +0.8% | +4.2% | -3.3% | -2.2% |
| 3M | -35.3% | +8.1% | -43.4% | -38.3% |
| 6M | +59.4% | +21.5% | +37.9% | +37.8% |
| YTD | +51.9% | +36.8% | +15.1% | +21.0% |
| 1Y | +75.0% | +31.2% | +43.8% | +50.0% |
| 3Y | +224.5% | +53.9% | +170.7% | +153.2% |
| All | +224.5% | +54.2% | +170.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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