-45.3%
KEEL vs RBA
-2.0%
-43.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.1% |
| 7D | -13.6% | +12.7% | -26.2% | -14.1% |
| 30D | -39.1% | +15.5% | -54.7% | -39.6% |
| 3M | -48.9% | -14.0% | -34.9% | -45.7% |
| 6M | -35.4% | -8.8% | -26.6% | -34.5% |
| YTD | -10.6% | -6.9% | -3.7% | -9.9% |
| 1Y | -45.3% | -3.0% | -42.3% | -44.0% |
| All | -45.3% | -2.0% | -43.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling