+73.2%
ROL vs KEEL
+312.2%
-239.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.7% |
| 7D | -3.4% | +21.5% | -24.9% | -3.7% |
| 30D | -6.9% | -3.9% | -3.1% | -7.0% |
| 3M | -24.6% | -34.1% | +9.5% | -24.3% |
| 6M | -39.5% | +82.8% | -122.4% | -40.6% |
| YTD | -41.1% | +58.7% | -99.8% | -42.1% |
| 1Y | -37.9% | +191.4% | -229.3% | -40.2% |
| 3Y | +0.8% | +205.7% | -204.9% | -4.9% |
| 5Y | -4.7% | -37.0% | +32.3% | -9.0% |
| All | +73.2% | +312.2% | -239.0% | +58.1% |
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 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