-35.3%
KEEL vs RVTY
-33.1%
-2.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +1.6% |
| 7D | +2.9% | -4.5% | +7.4% | +6.6% |
| 30D | +0.8% | +5.5% | -4.6% | -3.1% |
| 3M | -35.3% | +22.5% | -57.9% | -46.0% |
| 6M | +59.4% | +38.9% | +20.5% | +19.7% |
| YTD | +51.9% | +28.7% | +23.2% | +20.7% |
| 1Y | +75.0% | +45.5% | +29.5% | +25.0% |
| 3Y | +224.5% | +16.4% | +208.2% | +160.6% |
| All | -35.3% | -33.1% | -2.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling