+589.2%
KEEL vs ROIV
+288.8%
+300.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +2.9% | +16.9% | -14.0% | -3.8% |
| 30D | +0.8% | +12.9% | -12.0% | -4.5% |
| 3M | -35.3% | +37.3% | -72.6% | -43.2% |
| 6M | +59.4% | +38.0% | +21.4% | +38.7% |
| YTD | +51.9% | +88.1% | -36.2% | +18.0% |
| 1Y | +75.0% | +183.3% | -108.3% | +16.4% |
| 3Y | +224.5% | +254.6% | -30.1% | +97.2% |
| 5Y | -35.9% | +309.8% | -345.7% | -65.3% |
| All | +589.2% | +288.8% | +300.4% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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