+177.6%
KEEL vs RBA
-26.5%
+204.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +7.8% | -2.9% | +10.7% | +8.8% |
| 30D | -11.7% | -12.3% | +0.6% | -7.0% |
| 3M | -41.5% | -20.5% | -21.0% | -38.3% |
| 6M | +54.9% | -18.5% | +73.5% | +59.5% |
| YTD | +47.7% | -18.2% | +65.9% | +47.1% |
| 1Y | +177.6% | -27.5% | +205.1% | +376.7% |
| All | +177.6% | -26.5% | +204.1% | +376.7% |
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