-35.3%
KEEL vs FLR
+238.1%
-273.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.9% |
| 7D | +2.9% | -3.5% | +6.4% | +5.6% |
| 30D | +0.8% | +4.2% | -3.3% | -1.8% |
| 3M | -35.3% | +8.1% | -43.4% | -37.9% |
| 6M | +59.4% | +21.5% | +37.9% | +40.2% |
| YTD | +51.9% | +36.8% | +15.1% | +24.2% |
| 1Y | +75.0% | +31.2% | +43.8% | +52.4% |
| 3Y | +224.5% | +53.9% | +170.7% | +141.2% |
| All | -35.3% | +238.1% | -273.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling