-35.3%
KEEL vs SFM
+213.6%
-248.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +2.9% | -10.6% | +13.5% | +4.7% |
| 30D | +0.8% | -15.5% | +16.3% | +3.4% |
| 3M | -35.3% | -17.4% | -17.9% | -33.6% |
| 6M | +59.4% | -3.4% | +62.8% | +57.9% |
| YTD | +51.9% | -8.7% | +60.6% | +51.7% |
| 1Y | +75.0% | -47.2% | +122.2% | +90.4% |
| 3Y | +224.5% | +82.7% | +141.8% | +219.0% |
| All | -35.3% | +213.6% | -248.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling