+100.0%
DAL vs KEEL
+193.7%
-93.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -2.5% |
| 7D | +3.4% | +21.5% | -18.1% | +0.6% |
| 30D | -13.6% | -3.9% | -9.7% | -13.7% |
| 3M | +1.2% | -34.1% | +35.3% | +4.9% |
| 6M | +34.5% | +82.8% | -48.3% | +18.7% |
| YTD | +14.7% | +58.7% | -44.1% | +1.9% |
| 1Y | +29.2% | +191.4% | -162.2% | +0.4% |
| 3Y | +100.0% | +205.7% | -105.8% | +42.4% |
| All | +100.0% | +193.7% | -93.7% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling