+185.7%
RF vs KEEL
+280.1%
-94.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.5% |
| 7D | -1.6% | +2.7% | -4.3% | -1.7% |
| 30D | -4.3% | +4.6% | -8.8% | -4.6% |
| 3M | +5.9% | -34.5% | +40.3% | +7.0% |
| 6M | +14.1% | +59.3% | -45.1% | +10.4% |
| YTD | +13.8% | +46.4% | -32.6% | +10.0% |
| 1Y | +15.2% | +96.6% | -81.3% | +8.8% |
| 3Y | +90.6% | +182.0% | -91.4% | +72.4% |
| 5Y | +88.9% | -38.2% | +127.1% | +71.3% |
| All | +185.7% | +280.1% | -94.4% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling