+212.7%
KEEL vs SFM
+80.7%
+132.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.0% | -7.0% |
| 7D | +2.7% | -8.8% | +11.4% | +4.9% |
| 30D | +4.6% | -14.5% | +19.0% | +8.5% |
| 3M | -34.5% | -16.8% | -17.6% | -31.8% |
| 6M | +59.3% | -5.3% | +64.6% | +57.1% |
| YTD | +46.4% | -9.4% | +55.8% | +45.8% |
| 1Y | +96.6% | -46.2% | +142.7% | +130.1% |
| All | +212.7% | +80.7% | +132.0% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling