+309.9%
KEEL vs SFM
+309.4%
+0.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | 0.0% |
| 7D | +19.3% | -7.2% | +26.5% | +20.4% |
| 30D | +9.1% | -14.3% | +23.4% | +11.3% |
| 3M | -31.5% | -13.7% | -17.8% | -30.4% |
| 6M | +75.8% | -6.0% | +81.8% | +75.3% |
| YTD | +57.9% | -8.2% | +66.1% | +57.7% |
| 1Y | +133.3% | -46.2% | +179.6% | +149.9% |
| 3Y | +204.1% | +83.6% | +120.5% | +193.3% |
| 5Y | -37.5% | +212.7% | -250.2% | -41.1% |
| All | +309.9% | +309.4% | +0.6% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling