+398.8%
DE vs KEEL
+294.5%
+104.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -2.6% | +2.9% | -5.4% | -2.7% |
| 30D | +9.0% | +0.8% | +8.2% | +8.8% |
| 3M | +19.1% | -35.3% | +54.5% | +20.3% |
| 6M | +14.4% | +59.4% | -45.0% | +11.5% |
| YTD | +45.9% | +51.9% | -6.0% | +42.0% |
| 1Y | +43.6% | +75.0% | -31.4% | +37.5% |
| 3Y | +75.9% | +224.5% | -148.7% | +60.4% |
| 5Y | +98.8% | -35.9% | +134.7% | +82.3% |
| All | +398.8% | +294.5% | +104.3% | +348.7% |
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 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