+161.9%
DAL vs KEEL
+61.2%
+100.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -4.5% |
| 7D | +1.4% | +18.2% | -16.8% | -0.9% |
| 30D | +9.1% | -32.1% | +41.1% | +13.7% |
| 3M | -3.5% | -44.9% | +41.4% | +2.7% |
| 6M | +23.4% | -52.1% | +75.5% | +30.6% |
| YTD | +26.0% | -17.0% | +43.1% | +20.6% |
| 1Y | +44.6% | -38.5% | +83.1% | +42.7% |
| All | +161.9% | +61.2% | +100.7% | +110.4% |
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