-45.3%
KEEL vs RNG
+179.4%
-224.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -13.6% | -9.6% | -4.0% | -14.6% |
| 30D | -39.1% | -1.4% | -37.7% | -39.2% |
| 3M | -48.9% | +28.8% | -77.7% | -46.7% |
| 6M | -35.4% | +65.6% | -101.0% | -29.5% |
| YTD | -10.6% | +171.4% | -182.0% | -9.9% |
| 1Y | -45.3% | +185.3% | -230.6% | -40.6% |
| All | -45.3% | +179.4% | -224.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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