-45.3%
KEEL vs RJF
+7.8%
-53.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.5% | -5.9% |
| 7D | -13.6% | +7.2% | -20.7% | -16.3% |
| 30D | -39.1% | +4.9% | -44.0% | -40.4% |
| 3M | -48.9% | -5.5% | -43.4% | -47.1% |
| 6M | -35.4% | +8.0% | -43.3% | -40.2% |
| YTD | -10.6% | +6.2% | -16.8% | -18.6% |
| 1Y | -45.3% | +7.8% | -53.1% | -50.6% |
| All | -45.3% | +7.8% | -53.1% | -50.6% |
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