+111.9%
DOCN vs KEEL
-66.4%
+178.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.8% | +9.1% | +4.9% |
| 7D | +27.4% | +18.2% | +9.2% | +21.7% |
| 30D | -29.7% | -32.1% | +2.3% | -22.2% |
| 3M | -32.5% | -44.9% | +12.4% | -21.7% |
| 6M | -42.2% | -52.1% | +9.9% | -32.0% |
| YTD | +87.2% | -17.0% | +104.2% | +84.3% |
| 1Y | +86.2% | -38.5% | +124.7% | +94.4% |
| 3Y | +257.4% | +62.5% | +194.9% | +122.9% |
| 5Y | -27.4% | -77.3% | +49.9% | -38.2% |
| All | +111.9% | -66.4% | +178.3% | +71.3% |
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 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