+59.4%
KEEL vs RVMD
+107.5%
-48.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.9% | -3.0% | +5.9% | +4.0% |
| 30D | +0.8% | -0.7% | +1.6% | +1.2% |
| 3M | -35.3% | +36.5% | -71.9% | -41.3% |
| 6M | +59.4% | +104.6% | -45.2% | +29.8% |
| All | +59.4% | +107.5% | -48.2% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling