+177.6%
KEEL vs ROP
-21.5%
+199.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.6% | +7.2% | +1.8% |
| 7D | +7.8% | -4.4% | +12.2% | +5.3% |
| 30D | -11.7% | +3.2% | -14.9% | -9.9% |
| 3M | -41.5% | +23.1% | -64.5% | -38.6% |
| 6M | +54.9% | +13.3% | +41.6% | +63.9% |
| YTD | +47.7% | -7.9% | +55.5% | +53.1% |
| 1Y | +177.6% | -22.1% | +199.7% | +209.0% |
| All | +177.6% | -21.5% | +199.1% | +209.0% |
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