+237.3%
KEEL vs RY
+155.7%
+81.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +1.2% |
| 7D | +19.3% | -0.5% | +19.8% | +20.3% |
| 30D | +9.1% | -1.9% | +11.0% | +12.9% |
| 3M | -31.5% | +5.1% | -36.7% | -36.7% |
| 6M | +75.8% | +28.2% | +47.7% | +17.9% |
| YTD | +57.9% | +22.9% | +35.0% | +14.3% |
| 1Y | +133.3% | +45.5% | +87.9% | +30.8% |
| All | +237.3% | +155.7% | +81.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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