-45.3%
KEEL vs RL
+34.3%
-79.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -6.3% |
| 7D | -13.6% | +5.8% | -19.4% | -16.2% |
| 30D | -39.1% | +12.7% | -51.9% | -43.0% |
| 3M | -48.9% | +9.3% | -58.2% | -51.8% |
| 6M | -35.4% | +16.9% | -52.3% | -42.4% |
| YTD | -10.6% | +17.5% | -28.1% | -23.8% |
| 1Y | -45.3% | +34.6% | -80.0% | -60.2% |
| All | -45.3% | +34.3% | -79.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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