+75.0%
KEEL vs ROP
-23.7%
+98.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -4.6% | +7.5% | +0.5% |
| 30D | +0.8% | -1.7% | +2.5% | +0.3% |
| 3M | -35.3% | +17.1% | -52.4% | -34.0% |
| 6M | +59.4% | +10.9% | +48.5% | +63.3% |
| YTD | +51.9% | -12.1% | +64.0% | +54.1% |
| 1Y | +75.0% | -24.2% | +99.2% | +98.1% |
| All | +75.0% | -23.7% | +98.7% | +98.1% |
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