+7.1%
RF vs KEEL
-53.0%
+60.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.5% |
| 7D | +0.4% | +18.2% | -17.8% | +0.6% |
| 30D | +5.6% | -32.1% | +37.6% | +5.1% |
| 3M | -8.9% | -44.9% | +36.1% | -9.4% |
| 6M | +7.1% | -52.1% | +59.2% | +6.8% |
| All | +7.1% | -53.0% | +60.1% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling