+57.2%
DAL vs KEEL
+115.5%
-58.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -4.8% |
| 7D | +1.4% | +18.2% | -16.8% | 0.0% |
| 30D | +9.1% | -32.1% | +41.1% | +11.8% |
| 3M | -3.5% | -44.9% | +41.4% | 0.0% |
| 6M | +23.4% | -52.1% | +75.5% | +27.8% |
| YTD | +26.0% | -17.0% | +43.1% | +23.8% |
| 1Y | +44.6% | -38.5% | +83.1% | +44.5% |
| 3Y | +162.7% | +62.5% | +100.2% | +132.8% |
| 5Y | +113.0% | -77.3% | +190.2% | +92.4% |
| All | +57.2% | +115.5% | -58.3% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling