+230.8%
RDW vs KEEL
+197.5%
+33.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -3.4% |
| 7D | +0.9% | +2.9% | -2.0% | -0.2% |
| 30D | -21.3% | +0.8% | -22.1% | -22.4% |
| 3M | -37.9% | -35.3% | -2.5% | -31.4% |
| 6M | +12.3% | +59.4% | -47.1% | -4.5% |
| YTD | +39.7% | +51.9% | -12.2% | +20.8% |
| 1Y | +25.7% | +75.0% | -49.3% | -0.2% |
| 3Y | +230.8% | +224.5% | +6.3% | +92.8% |
| All | +230.8% | +197.5% | +33.3% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling