-45.3%
KEEL vs GFI
+6.9%
-52.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.4% | -7.4% |
| 7D | -13.6% | +1.4% | -15.0% | -14.5% |
| 30D | -39.1% | +3.0% | -42.1% | -40.2% |
| 3M | -48.9% | +10.2% | -59.1% | -51.6% |
| 6M | -35.4% | -10.1% | -25.3% | -32.7% |
| YTD | -10.6% | -11.4% | +0.8% | -12.4% |
| 1Y | -45.3% | +8.4% | -53.7% | -55.4% |
| All | -45.3% | +6.9% | -52.2% | -55.4% |
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