-29.3%
DASH vs KEEL
-78.9%
+49.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.6% |
| 30D | -6.8% | -27.1% | +20.3% | -2.9% |
| 3M | -20.7% | -43.8% | +23.1% | -14.7% |
| 6M | +15.1% | -55.2% | +70.2% | +24.2% |
| YTD | -24.3% | -20.9% | -3.4% | -29.6% |
| 1Y | -12.1% | -28.5% | +16.3% | -17.8% |
| 3Y | +91.1% | +66.1% | +25.0% | +10.7% |
| All | -29.3% | -78.9% | +49.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling