+294.5%
KEEL vs RSG
+174.1%
+120.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +0.8% | +4.0% | -3.1% | +0.3% |
| 3M | -35.3% | +7.4% | -42.7% | -36.6% |
| 6M | +59.4% | +0.1% | +59.3% | +58.5% |
| YTD | +51.9% | +6.0% | +45.9% | +48.3% |
| 1Y | +75.0% | -3.0% | +78.0% | +75.0% |
| 3Y | +224.5% | +56.5% | +168.1% | +181.4% |
| 5Y | -35.9% | +90.9% | -126.8% | -47.1% |
| All | +294.5% | +174.1% | +120.3% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling