-99.9%
DFNS vs KEEL
+1,249.1%
-1,349.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.6% |
| 7D | +4.6% | +19.3% | -14.6% | +3.9% |
| 30D | -73.9% | +9.1% | -83.0% | -73.9% |
| 3M | -71.7% | -31.5% | -40.2% | -71.4% |
| 6M | -94.6% | +75.8% | -170.4% | -94.7% |
| YTD | -98.1% | +57.9% | -155.9% | -98.1% |
| 1Y | -98.3% | +133.3% | -231.6% | -98.3% |
| 3Y | -99.9% | +204.1% | -304.0% | -99.9% |
| 5Y | -99.9% | -37.5% | -62.3% | -99.9% |
| All | -99.9% | +1,249.1% | -1,349.0% | -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 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