+294.5%
KEEL vs RRX
+162.4%
+132.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +1.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +0.8% | -6.1% | +7.0% | +5.2% |
| 3M | -35.3% | -23.1% | -12.3% | -23.7% |
| 6M | +59.4% | -19.5% | +78.9% | +83.0% |
| YTD | +51.9% | +16.1% | +35.8% | +37.1% |
| 1Y | +75.0% | +12.9% | +62.1% | +60.2% |
| 3Y | +224.5% | +7.9% | +216.6% | +199.1% |
| 5Y | -35.9% | +19.1% | -55.0% | -42.0% |
| All | +294.5% | +162.4% | +132.1% | +377.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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