+93.7%
DLR vs KEEL
+309.9%
-216.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +2.9% | +19.3% | -16.4% | +2.1% |
| 30D | -1.2% | +9.1% | -10.3% | -1.7% |
| 3M | +2.9% | -31.5% | +34.5% | +3.9% |
| 6M | +6.7% | +75.8% | -69.2% | +3.2% |
| YTD | +23.9% | +57.9% | -34.0% | +19.9% |
| 1Y | +18.6% | +133.3% | -114.7% | +12.2% |
| 3Y | +59.7% | +204.1% | -144.4% | +45.9% |
| 5Y | +42.1% | -37.5% | +79.6% | +29.8% |
| All | +93.7% | +309.9% | -216.2% | +71.6% |
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