+294.5%
KEEL vs RBA
+147.3%
+147.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +2.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +0.8% | -2.9% | +3.8% | +1.7% |
| 3M | -35.3% | -20.9% | -14.4% | -29.4% |
| 6M | +59.4% | -17.7% | +77.0% | +70.3% |
| YTD | +51.9% | -18.2% | +70.1% | +62.6% |
| 1Y | +75.0% | -29.1% | +104.1% | +101.7% |
| 3Y | +224.5% | +29.5% | +195.0% | +187.2% |
| 5Y | -35.9% | +40.2% | -76.1% | -46.4% |
| All | +294.5% | +147.3% | +147.2% | +350.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling