+18.0%
D vs KEEL
+312.2%
-294.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.5% |
| 7D | +0.8% | +21.5% | -20.7% | +0.7% |
| 30D | -0.7% | -3.9% | +3.1% | -0.7% |
| 3M | +2.1% | -34.1% | +36.2% | +2.2% |
| 6M | +6.8% | +82.8% | -76.0% | +6.2% |
| YTD | +16.5% | +58.7% | -42.2% | +15.9% |
| 1Y | +19.2% | +191.4% | -172.3% | +17.9% |
| 3Y | +61.9% | +205.7% | -143.9% | +58.9% |
| 5Y | +6.5% | -37.0% | +43.5% | +4.2% |
| All | +18.0% | +312.2% | -294.1% | +10.9% |
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