-35.3%
KEEL vs GFI
+524.1%
-559.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +4.1% |
| 7D | +2.9% | -4.9% | +7.7% | +4.2% |
| 30D | +0.8% | +10.7% | -9.9% | -1.3% |
| 3M | -35.3% | +25.6% | -61.0% | -39.0% |
| 6M | +59.4% | -8.3% | +67.6% | +61.0% |
| YTD | +51.9% | +6.3% | +45.6% | +49.5% |
| 1Y | +75.0% | +22.1% | +52.9% | +68.2% |
| 3Y | +224.5% | +289.2% | -64.6% | +153.1% |
| All | -35.3% | +524.1% | -559.4% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling