+87.0%
RF vs KEEL
-39.1%
+126.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.1% | +19.3% | -19.4% | -1.5% |
| 30D | -4.0% | +9.1% | -13.1% | -5.0% |
| 3M | +5.6% | -31.5% | +37.1% | +7.4% |
| 6M | +13.1% | +75.8% | -62.8% | +4.8% |
| YTD | +13.6% | +57.9% | -44.3% | +5.3% |
| 1Y | +16.0% | +133.3% | -117.4% | +0.7% |
| 3Y | +90.2% | +204.1% | -113.9% | +48.3% |
| 5Y | +87.0% | -37.5% | +124.5% | +58.5% |
| All | +87.0% | -39.1% | +126.0% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling