-35.3%
KEEL vs RNG
-68.4%
+33.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +2.9% | -6.1% | +9.0% | +5.4% |
| 30D | +0.8% | +9.6% | -8.8% | -4.1% |
| 3M | -35.3% | +83.3% | -118.7% | -54.5% |
| 6M | +59.4% | +77.9% | -18.6% | +10.0% |
| YTD | +51.9% | +139.9% | -88.0% | -16.9% |
| 1Y | +75.0% | +121.7% | -46.7% | -0.7% |
| 3Y | +224.5% | +121.9% | +102.7% | +70.8% |
| All | -35.3% | -68.4% | +33.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling