+190.2%
RF vs KEEL
+283.4%
-93.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.2% |
| 7D | +1.3% | +7.8% | -6.5% | +1.0% |
| 30D | -3.6% | -11.7% | +8.1% | -3.3% |
| 3M | +8.1% | -41.5% | +49.6% | +9.7% |
| 6M | +11.5% | +54.9% | -43.4% | +8.0% |
| YTD | +15.6% | +47.7% | -32.1% | +11.7% |
| 1Y | +15.7% | +177.6% | -161.9% | +7.4% |
| 3Y | +86.9% | +164.9% | -78.0% | +69.5% |
| 5Y | +89.8% | -45.9% | +135.7% | +72.2% |
| All | +190.2% | +283.4% | -93.2% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling