+18.2%
ROKU vs KEEL
+294.5%
-276.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | 0.0% |
| 7D | -0.4% | +2.9% | -3.3% | -0.9% |
| 30D | +2.1% | +0.8% | +1.2% | +1.3% |
| 3M | +29.5% | -35.3% | +64.8% | +34.2% |
| 6M | +53.8% | +59.4% | -5.6% | +38.1% |
| YTD | +42.8% | +51.9% | -9.1% | +27.6% |
| 1Y | +60.7% | +75.0% | -14.3% | +35.4% |
| 3Y | +83.9% | +224.5% | -140.7% | +28.4% |
| 5Y | -52.8% | -35.9% | -16.9% | -64.2% |
| All | +18.2% | +294.5% | -276.2% | -23.7% |
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