-8.2%
DHR vs KEEL
+197.5%
-205.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.3% |
| 7D | -3.6% | +2.9% | -6.5% | -3.7% |
| 30D | -2.7% | +0.8% | -3.6% | -2.9% |
| 3M | +10.9% | -35.3% | +46.3% | +11.7% |
| 6M | +3.0% | +59.4% | -56.3% | 0.0% |
| YTD | -12.2% | +51.9% | -64.1% | -14.9% |
| 1Y | +3.3% | +75.0% | -71.7% | -2.3% |
| 3Y | -8.2% | +224.5% | -232.8% | -18.3% |
| All | -8.2% | +197.5% | -205.7% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling