+294.5%
KEEL vs RJF
+288.5%
+5.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.8% |
| 30D | +0.8% | -4.3% | +5.1% | +3.4% |
| 3M | -35.3% | +15.7% | -51.1% | -42.3% |
| 6M | +59.4% | +17.8% | +41.6% | +39.9% |
| YTD | +51.9% | +9.2% | +42.7% | +41.2% |
| 1Y | +75.0% | +2.8% | +72.2% | +69.4% |
| 3Y | +224.5% | +69.5% | +155.1% | +134.0% |
| 5Y | -35.9% | +105.9% | -141.8% | -55.8% |
| All | +294.5% | +288.5% | +5.9% | +310.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling