+358.3%
DELL vs KEEL
+89.9%
+268.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.2% | +11.2% |
| 7D | +8.2% | +2.9% | +5.4% | +7.7% |
| 30D | +17.1% | +0.8% | +16.2% | +16.3% |
| 3M | +45.2% | -35.3% | +80.5% | +53.0% |
| 6M | +286.8% | +59.4% | +227.4% | +265.5% |
| YTD | +354.8% | +51.9% | +302.9% | +325.9% |
| 1Y | +358.3% | +75.0% | +283.3% | +313.4% |
| All | +358.3% | +89.9% | +268.4% | +313.4% |
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