+52.7%
ROST vs KEEL
-45.0%
+97.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +6.1% |
| 7D | +7.8% | -13.6% | +21.4% | +7.9% |
| 30D | +8.6% | -39.1% | +47.7% | +9.2% |
| 3M | -1.9% | -48.9% | +47.0% | -1.0% |
| 6M | +9.1% | -35.4% | +44.5% | +8.0% |
| YTD | +37.2% | -10.6% | +47.9% | +32.3% |
| 1Y | +52.7% | -45.3% | +98.0% | +45.3% |
| All | +52.7% | -45.0% | +97.7% | +45.3% |
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