-99.9%
DFNS vs KEEL
+1,198.2%
-1,298.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -2.7% |
| 7D | -6.3% | +2.9% | -9.2% | -6.5% |
| 30D | -74.0% | +0.8% | -74.8% | -74.0% |
| 3M | -70.1% | -35.3% | -34.8% | -69.7% |
| 6M | -93.9% | +59.4% | -153.3% | -94.0% |
| YTD | -98.1% | +51.9% | -150.0% | -98.1% |
| 1Y | -98.3% | +75.0% | -173.3% | -98.3% |
| 3Y | -99.9% | +224.5% | -324.4% | -99.9% |
| 5Y | -99.9% | -35.9% | -64.0% | -99.9% |
| All | -99.9% | +1,198.2% | -1,298.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling