+294.5%
KEEL vs GFI
+969.6%
-675.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +4.0% |
| 7D | +2.9% | -4.9% | +7.7% | +3.8% |
| 30D | +0.8% | +10.7% | -9.9% | -0.7% |
| 3M | -35.3% | +25.6% | -61.0% | -38.0% |
| 6M | +59.4% | -8.3% | +67.6% | +60.7% |
| YTD | +51.9% | +6.3% | +45.6% | +50.3% |
| 1Y | +75.0% | +22.1% | +52.9% | +70.0% |
| 3Y | +224.5% | +289.2% | -64.6% | +170.4% |
| 5Y | -35.9% | +531.7% | -567.6% | -50.3% |
| All | +294.5% | +969.6% | -675.2% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling