+294.5%
KEEL vs ROP
+15.0%
+279.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -4.6% | +7.5% | +4.4% |
| 30D | +0.8% | -1.7% | +2.5% | +1.1% |
| 3M | -35.3% | +17.1% | -52.4% | -41.1% |
| 6M | +59.4% | +10.9% | +48.5% | +47.8% |
| YTD | +51.9% | -12.1% | +64.0% | +56.4% |
| 1Y | +75.0% | -24.2% | +99.2% | +93.4% |
| 3Y | +224.5% | -20.4% | +244.9% | +256.7% |
| 5Y | -35.9% | -15.4% | -20.5% | -33.0% |
| All | +294.5% | +15.0% | +279.5% | +355.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling