-78.4%
KEEL vs RACE
+64.4%
-142.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -5.8% |
| 7D | -0.5% | -1.2% | +0.7% | +0.5% |
| 30D | -27.1% | +6.1% | -33.2% | -30.4% |
| 3M | -43.8% | -0.3% | -43.5% | -43.6% |
| 6M | -55.2% | +23.4% | -78.6% | -63.3% |
| YTD | -20.9% | +12.5% | -33.4% | -30.8% |
| 1Y | -28.5% | -0.5% | -28.0% | -30.3% |
| 3Y | +66.1% | +23.6% | +42.5% | -4.2% |
| All | -78.4% | +64.4% | -142.8% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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