+2,172.0%
DELL vs KEEL
+280.1%
+1,891.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +1.9% | -4.8% |
| 7D | -1.9% | +2.7% | -4.6% | -2.1% |
| 30D | +14.9% | +4.6% | +10.3% | +14.3% |
| 3M | +37.2% | -34.5% | +71.7% | +40.7% |
| 6M | +254.0% | +59.3% | +194.7% | +241.0% |
| YTD | +306.1% | +46.4% | +259.8% | +291.0% |
| 1Y | +312.3% | +96.6% | +215.7% | +285.2% |
| 3Y | +654.0% | +182.0% | +472.1% | +569.3% |
| 5Y | +1,055.3% | -38.2% | +1,093.6% | +930.9% |
| All | +2,172.0% | +280.1% | +1,891.9% | +1,776.0% |
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