+312.2%
KEEL vs RBA
+142.2%
+170.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.0% | +9.5% | +8.4% |
| 7D | +21.5% | -1.1% | +22.5% | +22.0% |
| 30D | -3.9% | -13.2% | +9.3% | +2.1% |
| 3M | -34.1% | -21.4% | -12.7% | -28.0% |
| 6M | +82.8% | -20.9% | +103.7% | +99.0% |
| YTD | +58.7% | -19.9% | +78.6% | +71.4% |
| 1Y | +191.4% | -28.7% | +220.1% | +235.1% |
| 3Y | +205.7% | +27.4% | +178.3% | +172.5% |
| 5Y | -37.0% | +41.7% | -78.7% | -47.3% |
| All | +312.2% | +142.2% | +170.0% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling