+224.5%
KEEL vs FTV
-5.2%
+229.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.5% |
| 7D | +2.9% | -4.0% | +6.8% | +5.8% |
| 30D | +0.8% | -11.0% | +11.9% | +9.3% |
| 3M | -35.3% | -8.4% | -26.9% | -32.0% |
| 6M | +59.4% | -2.6% | +61.9% | +58.0% |
| YTD | +51.9% | -0.6% | +52.5% | +44.2% |
| 1Y | +75.0% | +11.0% | +64.0% | +45.1% |
| 3Y | +224.5% | -6.3% | +230.9% | +251.4% |
| All | +224.5% | -5.2% | +229.8% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling