+224.5%
KEEL vs FRSH
-46.4%
+270.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -6.6% | +9.5% | +5.1% |
| 30D | +0.8% | +2.1% | -1.3% | -1.2% |
| 3M | -35.3% | +29.0% | -64.3% | -44.2% |
| 6M | +59.4% | +48.6% | +10.7% | +25.7% |
| YTD | +51.9% | -2.9% | +54.9% | +46.2% |
| 1Y | +75.0% | -7.9% | +82.9% | +72.2% |
| 3Y | +224.5% | -46.5% | +271.1% | +345.1% |
| All | +224.5% | -46.4% | +270.9% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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