-78.4%
KEEL vs RY
+123.4%
-201.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.3% |
| 7D | -0.5% | +0.6% | -1.1% | -1.3% |
| 30D | -27.1% | +5.0% | -32.1% | -32.6% |
| 3M | -43.8% | -5.3% | -38.5% | -37.9% |
| 6M | -55.2% | +13.8% | -69.0% | -63.8% |
| YTD | -20.9% | +21.0% | -41.8% | -41.4% |
| 1Y | -28.5% | +40.5% | -69.0% | -59.0% |
| 3Y | +66.1% | +159.7% | -93.6% | -65.9% |
| All | -78.4% | +123.4% | -201.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling