+294.5%
KEEL vs RMD
+74.3%
+220.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.1% |
| 7D | +2.9% | -4.4% | +7.3% | +4.9% |
| 30D | +0.8% | -3.1% | +4.0% | +2.0% |
| 3M | -35.3% | +13.8% | -49.1% | -41.4% |
| 6M | +59.4% | -8.6% | +68.0% | +61.8% |
| YTD | +51.9% | -8.6% | +60.6% | +53.1% |
| 1Y | +75.0% | -19.7% | +94.7% | +88.8% |
| 3Y | +224.5% | +48.4% | +176.2% | +134.3% |
| 5Y | -35.9% | -22.7% | -13.2% | -33.8% |
| All | +294.5% | +74.3% | +220.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling