+25.0%
ROK vs KEEL
-45.0%
+70.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | 0.0% | -13.6% | +13.6% | +1.4% |
| 30D | -2.5% | -39.1% | +36.6% | +2.5% |
| 3M | 0.0% | -48.9% | +48.9% | +6.4% |
| 6M | +11.6% | -35.4% | +47.0% | +14.5% |
| YTD | +15.2% | -10.6% | +25.8% | +13.0% |
| 1Y | +25.0% | -45.3% | +70.3% | +24.9% |
| All | +25.0% | -45.0% | +70.0% | +24.9% |
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