+212.7%
KEEL vs RBA
+25.0%
+187.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.7% |
| 7D | +2.7% | -3.3% | +6.0% | +4.6% |
| 30D | +4.6% | -9.8% | +14.3% | +10.1% |
| 3M | -34.5% | -23.5% | -11.0% | -26.0% |
| 6M | +59.3% | -21.5% | +80.8% | +75.9% |
| YTD | +46.4% | -21.2% | +67.5% | +60.0% |
| 1Y | +96.6% | -30.2% | +126.8% | +138.1% |
| All | +212.7% | +25.0% | +187.7% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling