-78.4%
KEEL vs ROIV
+380.3%
-458.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.1% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | -27.1% | +17.6% | -44.6% | -31.6% |
| 3M | -43.8% | +9.0% | -52.8% | -45.9% |
| 6M | -55.2% | +35.3% | -90.5% | -60.9% |
| YTD | -20.9% | +82.2% | -103.0% | -38.7% |
| 1Y | -28.5% | +92.3% | -120.7% | -45.8% |
| 3Y | +66.1% | +336.8% | -270.7% | -6.5% |
| All | -78.4% | +380.3% | -458.7% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling