+224.5%
KEEL vs RSG
+57.7%
+166.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +4.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +0.8% | +4.0% | -3.1% | +2.1% |
| 3M | -35.3% | +7.4% | -42.7% | -34.6% |
| 6M | +59.4% | +0.1% | +59.3% | +63.9% |
| YTD | +51.9% | +6.0% | +45.9% | +53.0% |
| 1Y | +75.0% | -3.0% | +78.0% | +82.4% |
| 3Y | +224.5% | +56.5% | +168.1% | +237.8% |
| All | +224.5% | +57.7% | +166.8% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling