+175.3%
RF vs KEEL
+105.5%
+69.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.4% |
| 7D | +1.9% | -0.5% | +2.5% | +1.9% |
| 30D | +7.3% | -27.1% | +34.4% | +8.3% |
| 3M | -7.9% | -43.8% | +35.9% | -6.3% |
| 6M | +10.5% | -55.2% | +65.7% | +12.6% |
| YTD | +9.6% | -20.9% | +30.5% | +8.2% |
| 1Y | +20.3% | -28.5% | +48.8% | +18.9% |
| 3Y | +119.5% | +66.1% | +53.5% | +102.5% |
| 5Y | +48.2% | -78.3% | +126.5% | +37.6% |
| All | +175.3% | +105.5% | +69.8% | +154.3% |
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