-98.3%
DFNS vs KEEL
+169.0%
-267.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.5% |
| 7D | -16.0% | +7.8% | -23.8% | -17.8% |
| 30D | -77.7% | -11.7% | -66.0% | -76.8% |
| 3M | -77.2% | -41.5% | -35.7% | -73.2% |
| 6M | -95.2% | +54.9% | -150.1% | -96.4% |
| YTD | -98.0% | +47.7% | -145.6% | -98.5% |
| 1Y | -98.3% | +177.6% | -275.9% | -98.4% |
| All | -98.3% | +169.0% | -267.3% | -98.4% |
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