-23.1%
DASH vs KEEL
+185.4%
-208.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -12.8% | +19.3% | -32.1% | -13.8% |
| 30D | -6.0% | +9.1% | -15.1% | -6.9% |
| 3M | +26.7% | -31.5% | +58.3% | +28.7% |
| 6M | +11.7% | +75.8% | -64.1% | +1.4% |
| YTD | -12.9% | +57.9% | -70.8% | -20.7% |
| 1Y | -23.1% | +133.3% | -156.4% | -31.5% |
| All | -23.1% | +185.4% | -208.5% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling