+28.6%
ROK vs KEEL
+169.0%
-140.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.0% |
| 7D | +0.7% | +7.8% | -7.1% | 0.0% |
| 30D | -3.3% | -11.7% | +8.4% | -2.6% |
| 3M | -5.9% | -41.5% | +35.6% | -2.8% |
| 6M | +13.9% | +54.9% | -41.0% | +9.2% |
| YTD | +12.6% | +47.7% | -35.1% | +7.6% |
| 1Y | +28.6% | +177.6% | -149.0% | +23.3% |
| All | +28.6% | +169.0% | -140.4% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling