+134.3%
ROST vs KEEL
+280.1%
-145.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.4% |
| 7D | -2.5% | +2.7% | -5.2% | -2.6% |
| 30D | -10.3% | +4.6% | -14.8% | -10.6% |
| 3M | -2.6% | -34.5% | +31.9% | -1.6% |
| 6M | +6.5% | +59.3% | -52.7% | +3.2% |
| YTD | +25.9% | +46.4% | -20.5% | +22.0% |
| 1Y | +52.3% | +96.6% | -44.2% | +44.3% |
| 3Y | +94.6% | +182.0% | -87.4% | +75.6% |
| 5Y | +111.1% | -38.2% | +149.3% | +92.1% |
| All | +134.3% | +280.1% | -145.9% | +111.6% |
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