-35.3%
KEEL vs ROP
-16.2%
-19.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.9% | -4.6% | +7.5% | +6.0% |
| 30D | +0.8% | -1.7% | +2.5% | +1.3% |
| 3M | -35.3% | +17.1% | -52.4% | -47.0% |
| 6M | +59.4% | +10.9% | +48.5% | +35.4% |
| YTD | +51.9% | -12.1% | +64.0% | +62.9% |
| 1Y | +75.0% | -24.2% | +99.2% | +121.4% |
| 3Y | +224.5% | -20.4% | +244.9% | +273.7% |
| All | -35.3% | -16.2% | -19.2% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling