-35.3%
KEEL vs FTV
-2.3%
-33.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.4% |
| 7D | +2.9% | -4.0% | +6.8% | +7.5% |
| 30D | +0.8% | -11.0% | +11.9% | +14.1% |
| 3M | -35.3% | -8.4% | -26.9% | -30.5% |
| 6M | +59.4% | -2.6% | +61.9% | +57.4% |
| YTD | +51.9% | -0.6% | +52.5% | +39.8% |
| 1Y | +75.0% | +11.0% | +64.0% | +35.6% |
| 3Y | +224.5% | -6.3% | +230.9% | +214.8% |
| All | -35.3% | -2.3% | -33.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling