+72.1%
ROL vs KEEL
+294.5%
-222.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.4% |
| 7D | -3.2% | +2.9% | -6.0% | -3.2% |
| 30D | -4.9% | +0.8% | -5.7% | -5.0% |
| 3M | -25.8% | -35.3% | +9.5% | -25.5% |
| 6M | -37.6% | +59.4% | -96.9% | -38.5% |
| YTD | -41.5% | +51.9% | -93.4% | -42.4% |
| 1Y | -39.5% | +75.0% | -114.5% | -41.0% |
| 3Y | +0.1% | +224.5% | -224.4% | -5.7% |
| 5Y | -4.6% | -35.9% | +31.3% | -8.9% |
| All | +72.1% | +294.5% | -222.4% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling