+224.5%
KEEL vs GFI
+287.6%
-63.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +4.1% |
| 7D | +2.9% | -4.9% | +7.7% | +4.3% |
| 30D | +0.8% | +10.7% | -9.9% | -1.4% |
| 3M | -35.3% | +25.6% | -61.0% | -39.2% |
| 6M | +59.4% | -8.3% | +67.6% | +60.6% |
| YTD | +51.9% | +6.3% | +45.6% | +50.3% |
| 1Y | +75.0% | +22.1% | +52.9% | +70.9% |
| 3Y | +224.5% | +289.2% | -64.6% | +216.7% |
| All | +224.5% | +287.6% | -63.1% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling