+237.3%
KEEL vs RL
+198.9%
+38.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.9% |
| 7D | +19.3% | -0.3% | +19.6% | +19.5% |
| 30D | +9.1% | -17.5% | +26.6% | +25.2% |
| 3M | -31.5% | -14.0% | -17.6% | -24.7% |
| 6M | +75.8% | -2.0% | +77.8% | +72.6% |
| YTD | +57.9% | -4.6% | +62.5% | +58.6% |
| 1Y | +133.3% | +9.5% | +123.8% | +108.2% |
| All | +237.3% | +198.9% | +38.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling