+224.5%
KEEL vs RVMD
+537.4%
-312.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -3.0% | +5.9% | +3.9% |
| 30D | +0.8% | -0.7% | +1.6% | +1.1% |
| 3M | -35.3% | +36.5% | -71.9% | -41.6% |
| 6M | +59.4% | +104.6% | -45.2% | +24.5% |
| YTD | +51.9% | +155.8% | -103.9% | +7.4% |
| 1Y | +75.0% | +340.7% | -265.7% | +0.7% |
| 3Y | +224.5% | +519.9% | -295.4% | +85.7% |
| All | +224.5% | +537.4% | -312.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling