-38.2%
KEEL vs RL
+223.8%
-262.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.6% |
| 7D | +2.7% | -2.2% | +4.9% | +4.6% |
| 30D | +4.6% | -15.3% | +19.9% | +20.5% |
| 3M | -34.5% | -10.3% | -24.1% | -29.3% |
| 6M | +59.3% | -2.2% | +61.5% | +56.1% |
| YTD | +46.4% | -4.3% | +50.7% | +46.6% |
| 1Y | +96.6% | +8.9% | +87.7% | +71.9% |
| 3Y | +182.0% | +201.4% | -19.5% | -19.5% |
| 5Y | -38.2% | +230.6% | -268.8% | -85.4% |
| All | -38.2% | +223.8% | -262.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling