+52.3%
ROST vs KEEL
+169.0%
-116.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.5% |
| 7D | +0.9% | +7.8% | -6.8% | +0.8% |
| 30D | -8.9% | -11.7% | +2.8% | -8.7% |
| 3M | -0.8% | -41.5% | +40.7% | +0.5% |
| 6M | +8.5% | +54.9% | -46.4% | +5.1% |
| YTD | +28.6% | +47.7% | -19.1% | +24.5% |
| 1Y | +52.3% | +177.6% | -125.3% | +55.0% |
| All | +52.3% | +169.0% | -116.7% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling