+194.2%
RTX vs KEEL
+309.9%
-115.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +19.3% | -20.9% | -1.9% |
| 30D | -11.6% | +9.1% | -20.7% | -11.7% |
| 3M | +9.2% | -31.5% | +40.7% | +9.5% |
| 6M | -4.4% | +75.8% | -80.2% | -5.9% |
| YTD | +8.9% | +57.9% | -49.0% | +7.3% |
| 1Y | +32.1% | +133.3% | -101.2% | +28.7% |
| 3Y | +151.2% | +204.1% | -52.9% | +139.9% |
| 5Y | +162.9% | -37.5% | +200.4% | +151.8% |
| All | +194.2% | +309.9% | -115.7% | +192.0% |
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 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