+237.3%
KEEL vs ROIV
+230.5%
+6.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | +19.3% | +22.3% | -3.0% | +3.9% |
| 30D | +9.1% | +16.9% | -7.7% | -2.3% |
| 3M | -31.5% | +43.9% | -75.5% | -46.1% |
| 6M | +75.8% | +41.6% | +34.2% | +37.5% |
| YTD | +57.9% | +92.7% | -34.8% | +1.6% |
| 1Y | +133.3% | +210.2% | -76.8% | +12.6% |
| All | +237.3% | +230.5% | +6.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling