+294.5%
KEEL vs FTV
+31.6%
+262.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | -4.0% | +6.8% | +5.2% |
| 30D | +0.8% | -11.0% | +11.9% | +7.4% |
| 3M | -35.3% | -8.4% | -26.9% | -32.7% |
| 6M | +59.4% | -2.6% | +61.9% | +59.6% |
| YTD | +51.9% | -0.6% | +52.5% | +48.0% |
| 1Y | +75.0% | +11.0% | +64.0% | +58.1% |
| 3Y | +224.5% | -6.3% | +230.9% | +228.2% |
| 5Y | -35.9% | -1.5% | -34.4% | -40.6% |
| All | +294.5% | +31.6% | +262.9% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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