+32.3%
DIS vs KEEL
+186.7%
-154.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.3% | +8.9% | +1.9% |
| 7D | -1.3% | +2.7% | -3.9% | -1.4% |
| 30D | +2.2% | +4.6% | -2.3% | +1.7% |
| 3M | +8.1% | -34.5% | +42.6% | +9.8% |
| 6M | +5.2% | +59.3% | -54.0% | 0.0% |
| YTD | -6.3% | +46.4% | -52.7% | -11.2% |
| 1Y | -7.3% | +96.6% | -103.9% | -15.8% |
| All | +32.3% | +186.7% | -154.4% | +9.3% |
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