+177.6%
KEEL vs RJF
+7.8%
+169.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +4.5% |
| 7D | +7.8% | -0.6% | +8.4% | +8.2% |
| 30D | -11.7% | -1.3% | -10.5% | -11.3% |
| 3M | -41.5% | +18.9% | -60.4% | -49.8% |
| 6M | +54.9% | +15.0% | +39.9% | +37.0% |
| YTD | +47.7% | +12.2% | +35.4% | +33.9% |
| 1Y | +177.6% | +5.6% | +172.0% | +171.1% |
| All | +177.6% | +7.8% | +169.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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