+177.6%
KEEL vs SFM
-41.4%
+219.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | +7.8% | -0.1% | +7.8% | +7.8% |
| 30D | -11.7% | -4.4% | -7.3% | -11.2% |
| 3M | -41.5% | +1.5% | -43.0% | -41.7% |
| 6M | +54.9% | +6.5% | +48.4% | +50.5% |
| YTD | +47.7% | +2.2% | +45.5% | +44.5% |
| 1Y | +177.6% | -41.9% | +219.5% | +158.0% |
| All | +177.6% | -41.4% | +219.0% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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