+198.1%
DOCN vs KEEL
-35.7%
+233.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +7.5% | +5.2% | +10.7% |
| 7D | +16.3% | +21.5% | -5.2% | +10.8% |
| 30D | +2.0% | -3.9% | +5.9% | +2.5% |
| 3M | -25.2% | -34.1% | +8.9% | -18.4% |
| 6M | +132.7% | +82.8% | +49.8% | +92.5% |
| YTD | +163.3% | +58.7% | +104.6% | +120.1% |
| 1Y | +280.3% | +191.4% | +88.9% | +153.8% |
| 3Y | +371.8% | +205.7% | +166.1% | +148.1% |
| 5Y | +87.1% | -37.0% | +124.1% | +29.1% |
| All | +198.1% | -35.7% | +233.8% | +104.6% |
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 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