+13.3%
ROK vs KEEL
+61.5%
-48.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.2% | -0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | -5.4% | +4.6% | -10.0% | -6.4% |
| 3M | -4.0% | -34.5% | +30.5% | -0.1% |
| 6M | +13.3% | +59.3% | -45.9% | +5.1% |
| All | +13.3% | +61.5% | -48.2% | +5.1% |
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