-0.2%
DASH vs KEEL
-36.1%
+35.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.5% | -12.8% | -6.6% |
| 7D | -11.2% | +21.5% | -32.7% | -14.3% |
| 30D | -7.3% | -3.9% | -3.4% | -7.7% |
| 3M | +31.4% | -34.1% | +65.5% | +36.8% |
| 6M | +11.9% | +82.8% | -71.0% | -6.2% |
| YTD | -11.5% | +58.7% | -70.2% | -25.2% |
| 1Y | -20.0% | +191.4% | -211.4% | -43.7% |
| 3Y | +143.9% | +205.7% | -61.8% | +34.7% |
| 5Y | -0.2% | -37.0% | +36.8% | -31.9% |
| All | -0.2% | -36.1% | +35.9% | -31.9% |
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