-99.6%
DFNS vs KEEL
-45.0%
-54.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.1% | -14.2% | -17.2% |
| 7D | -27.7% | -13.6% | -14.1% | -24.8% |
| 30D | -58.0% | -39.1% | -18.8% | -52.0% |
| 3M | -94.0% | -48.9% | -45.1% | -92.9% |
| 6M | -94.6% | -35.4% | -59.2% | -94.3% |
| YTD | -99.4% | -10.6% | -88.8% | -99.5% |
| 1Y | -99.6% | -45.3% | -54.3% | -99.6% |
| All | -99.6% | -45.0% | -54.7% | -99.6% |
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 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