+89.7%
RF vs KEEL
+209.2%
-119.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.1% | +19.3% | -19.4% | -1.3% |
| 30D | -4.0% | +9.1% | -13.1% | -4.8% |
| 3M | +5.6% | -31.5% | +37.1% | +7.2% |
| 6M | +13.1% | +75.8% | -62.8% | +5.7% |
| YTD | +13.6% | +57.9% | -44.3% | +6.2% |
| 1Y | +16.0% | +133.3% | -117.4% | +1.6% |
| All | +89.7% | +209.2% | -119.5% | +47.2% |
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