-2.5%
ROL vs KEEL
-37.0%
+34.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.3% | +0.2% |
| 7D | -3.2% | +2.7% | -5.9% | -3.3% |
| 30D | -6.6% | +4.6% | -11.2% | -6.8% |
| 3M | -27.3% | -34.5% | +7.2% | -26.9% |
| 6M | -38.1% | +59.3% | -97.3% | -39.3% |
| YTD | -41.8% | +46.4% | -88.1% | -43.0% |
| 1Y | -37.8% | +96.6% | -134.4% | -40.2% |
| 3Y | -0.3% | +182.0% | -182.3% | -9.0% |
| All | -2.5% | -37.0% | +34.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling