+59.4%
KEEL vs RSG
+0.4%
+58.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +5.4% |
| 7D | +2.9% | 0.0% | +2.9% | +2.8% |
| 30D | +0.8% | +4.0% | -3.1% | +10.3% |
| 3M | -35.3% | +7.4% | -42.7% | -23.9% |
| 6M | +59.4% | +0.1% | +59.3% | +75.6% |
| All | +59.4% | +0.4% | +58.9% | +75.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling