-37.5%
KEEL vs RACE
+87.3%
-124.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | +19.3% | -2.6% | +21.9% | +21.9% |
| 30D | +9.1% | -1.1% | +10.2% | +9.9% |
| 3M | -31.5% | +12.5% | -44.1% | -39.2% |
| 6M | +75.8% | +17.4% | +58.4% | +49.3% |
| YTD | +57.9% | +10.1% | +47.7% | +39.9% |
| 1Y | +133.3% | -15.1% | +148.5% | +151.7% |
| 3Y | +204.1% | +38.9% | +165.2% | +40.3% |
| 5Y | -37.5% | +90.7% | -128.2% | -80.0% |
| All | -37.5% | +87.3% | -124.8% | -80.0% |
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