+4.1%
DASH vs KEEL
+606.7%
-602.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -12.8% | +19.3% | -32.1% | -14.8% |
| 30D | -6.0% | +9.1% | -15.1% | -7.7% |
| 3M | +26.7% | -31.5% | +58.3% | +29.8% |
| 6M | +11.7% | +75.8% | -64.1% | -0.6% |
| YTD | -12.9% | +57.9% | -70.8% | -22.4% |
| 1Y | -23.1% | +133.3% | -156.4% | -37.0% |
| 3Y | +140.0% | +204.1% | -64.1% | +68.4% |
| 5Y | -5.1% | -37.5% | +32.5% | -30.2% |
| All | +4.1% | +606.7% | -602.6% | -14.7% |
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