-45.3%
KEEL vs RRC
+44.7%
-90.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -5.0% |
| 7D | -13.6% | -6.8% | -6.8% | -15.0% |
| 30D | -39.1% | +34.7% | -73.9% | -33.0% |
| 3M | -48.9% | +31.5% | -80.4% | -43.9% |
| 6M | -35.4% | +21.8% | -57.2% | -28.8% |
| YTD | -10.6% | +48.9% | -59.5% | -11.9% |
| 1Y | -45.3% | +42.1% | -87.4% | -45.3% |
| All | -45.3% | +44.7% | -90.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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