+164.6%
RCL vs KEEL
+312.2%
-147.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.9% |
| 7D | -0.5% | +21.5% | -22.0% | -2.2% |
| 30D | -17.3% | -3.9% | -13.5% | -17.4% |
| 3M | -2.8% | -34.1% | +31.3% | -0.5% |
| 6M | -4.4% | +82.8% | -87.2% | -11.4% |
| YTD | -4.2% | +58.7% | -62.9% | -11.0% |
| 1Y | -23.4% | +191.4% | -214.8% | -34.7% |
| 3Y | +179.4% | +205.7% | -26.3% | +123.0% |
| 5Y | +238.8% | -37.0% | +275.7% | +176.8% |
| All | +164.6% | +312.2% | -147.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 all: compounded portfolio wealth divided by compounded KEEL 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…
all analysis · Full analysis span regression · 6 months rolling