-18.2%
DIS vs KEEL
+294.5%
-312.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.5% |
| 7D | +1.2% | +2.9% | -1.7% | +1.0% |
| 30D | +3.2% | +0.8% | +2.4% | +2.9% |
| 3M | +7.0% | -35.3% | +42.3% | +8.4% |
| 6M | +6.4% | +59.4% | -53.0% | +2.1% |
| YTD | -5.6% | +51.9% | -57.5% | -9.8% |
| 1Y | -7.7% | +75.0% | -82.7% | -13.6% |
| 3Y | +33.2% | +224.5% | -191.4% | +15.3% |
| 5Y | -40.3% | -35.9% | -4.4% | -47.9% |
| All | -18.2% | +294.5% | -312.7% | -32.0% |
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