+177.6%
KEEL vs RVMD
+430.6%
-253.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +7.8% | +1.0% | +6.7% | +7.4% |
| 30D | -11.7% | +6.4% | -18.2% | -13.3% |
| 3M | -41.5% | +34.9% | -76.4% | -46.0% |
| 6M | +54.9% | +107.6% | -52.6% | +27.3% |
| YTD | +47.7% | +163.7% | -116.0% | +16.0% |
| 1Y | +177.6% | +439.2% | -261.6% | +65.3% |
| All | +177.6% | +430.6% | -253.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling