-23.2%
KEEL vs FRSH
-72.5%
+49.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -6.6% | +9.5% | +6.4% |
| 30D | +0.8% | +2.1% | -1.3% | -2.2% |
| 3M | -35.3% | +29.0% | -64.3% | -47.2% |
| 6M | +59.4% | +48.6% | +10.7% | +16.4% |
| YTD | +51.9% | -2.9% | +54.9% | +39.5% |
| 1Y | +75.0% | -7.9% | +82.9% | +64.4% |
| 3Y | +224.5% | -46.5% | +271.1% | +306.3% |
| All | -23.2% | -72.5% | +49.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling