+11.7%
DASH vs KEEL
+561.0%
-549.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -5.1% |
| 7D | -10.6% | +7.8% | -18.3% | -11.5% |
| 30D | +2.2% | -11.7% | +13.9% | +3.0% |
| 3M | +32.3% | -41.5% | +73.8% | +38.0% |
| 6M | +19.1% | +54.9% | -35.8% | +7.7% |
| YTD | -6.5% | +47.7% | -54.2% | -15.9% |
| 1Y | -14.9% | +177.6% | -192.5% | -32.1% |
| 3Y | +151.9% | +164.9% | -12.9% | +80.2% |
| 5Y | +9.4% | -45.9% | +55.3% | -18.7% |
| All | +11.7% | +561.0% | -549.2% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling