+177.6%
KEEL vs GFI
+45.3%
+132.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.4% |
| 7D | +7.8% | +3.1% | +4.6% | +6.1% |
| 30D | -11.7% | +27.1% | -38.8% | -21.5% |
| 3M | -41.5% | +21.2% | -62.6% | -47.4% |
| 6M | +54.9% | -4.5% | +59.4% | +55.6% |
| YTD | +47.7% | +11.7% | +35.9% | +35.6% |
| 1Y | +177.6% | +46.0% | +131.6% | +170.0% |
| All | +177.6% | +45.3% | +132.3% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling