+100.7%
ROST vs KEEL
+197.5%
-96.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.4% | +2.2% |
| 7D | +0.2% | +2.9% | -2.7% | +0.1% |
| 30D | -6.9% | +0.8% | -7.7% | -7.1% |
| 3M | -3.3% | -35.3% | +32.0% | -2.0% |
| 6M | +9.0% | +59.4% | -50.3% | +4.7% |
| YTD | +28.9% | +51.9% | -23.1% | +23.5% |
| 1Y | +54.0% | +75.0% | -21.0% | +44.7% |
| 3Y | +100.7% | +224.5% | -123.8% | +72.0% |
| All | +100.7% | +197.5% | -96.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling