+280.1%
KEEL vs RJF
+288.7%
-8.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -6.5% |
| 7D | +2.7% | -4.2% | +6.9% | +5.6% |
| 30D | +4.6% | -3.6% | +8.2% | +6.8% |
| 3M | -34.5% | +15.6% | -50.1% | -41.5% |
| 6M | +59.3% | +17.6% | +41.7% | +39.9% |
| YTD | +46.4% | +9.2% | +37.2% | +36.0% |
| 1Y | +96.6% | +5.5% | +91.1% | +87.3% |
| 3Y | +182.0% | +70.3% | +111.6% | +102.6% |
| 5Y | -38.2% | +106.0% | -144.3% | -57.4% |
| All | +280.1% | +288.7% | -8.6% | +295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling