+224.5%
KEEL vs RJF
+69.0%
+155.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -2.7% | +5.6% | +5.4% |
| 30D | +0.8% | -4.3% | +5.1% | +4.3% |
| 3M | -35.3% | +15.7% | -51.1% | -45.0% |
| 6M | +59.4% | +17.8% | +41.6% | +32.0% |
| YTD | +51.9% | +9.2% | +42.7% | +36.5% |
| 1Y | +75.0% | +2.8% | +72.2% | +66.6% |
| 3Y | +224.5% | +69.5% | +155.1% | +143.1% |
| All | +224.5% | +69.0% | +155.5% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling