-45.3%
KEEL vs ROP
+10.4%
-55.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -1.4% |
| 7D | -13.6% | +11.7% | -25.3% | -6.3% |
| 30D | -39.1% | +35.5% | -74.6% | -25.2% |
| 3M | -48.9% | +25.6% | -74.5% | -39.5% |
| 6M | -35.4% | +39.3% | -74.6% | -20.4% |
| YTD | -10.6% | +11.6% | -22.3% | -5.2% |
| 1Y | -45.3% | +10.6% | -55.9% | -42.3% |
| All | -45.3% | +10.4% | -55.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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