-5.9%
DASH vs KEEL
+263.8%
-269.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | -2.8% | -12.8% | +10.0% | -1.4% |
| 30D | -9.3% | -37.4% | +28.1% | -4.8% |
| 3M | -15.1% | -43.8% | +28.8% | -10.6% |
| 6M | +8.7% | -51.9% | +60.6% | +13.9% |
| YTD | -21.3% | -18.7% | -2.6% | -24.8% |
| 1Y | -12.7% | -46.6% | +34.0% | -12.7% |
| 3Y | +103.8% | +59.2% | +44.6% | +53.7% |
| 5Y | -16.8% | -75.8% | +59.0% | -34.0% |
| All | -5.9% | +263.8% | -269.8% | -17.3% |
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