+50.4%
RSP vs KEEL
-41.3%
+91.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.2% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | -3.4% | +4.6% | -8.0% | -4.0% |
| 3M | +3.6% | -34.5% | +38.1% | +5.3% |
| 6M | +9.0% | +59.3% | -50.3% | +3.4% |
| YTD | +12.2% | +46.4% | -34.2% | +6.3% |
| 1Y | +15.6% | +96.6% | -81.0% | +5.0% |
| 3Y | +51.6% | +182.0% | -130.3% | +24.5% |
| 5Y | +50.4% | -38.2% | +88.7% | +30.1% |
| All | +50.4% | -41.3% | +91.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling