+309.9%
KEEL vs RRC
+989.2%
-679.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +19.3% | -1.7% | +21.0% | +19.6% |
| 30D | +9.1% | +3.6% | +5.5% | +8.3% |
| 3M | -31.5% | +8.8% | -40.4% | -32.9% |
| 6M | +75.8% | +0.8% | +75.0% | +73.8% |
| YTD | +57.9% | +19.0% | +38.9% | +51.1% |
| 1Y | +133.3% | +22.9% | +110.4% | +122.5% |
| 3Y | +204.1% | +32.3% | +171.8% | +186.1% |
| 5Y | -37.5% | +151.6% | -189.1% | -45.1% |
| All | +309.9% | +989.2% | -679.3% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling