+84.2%
DOCN vs KEEL
-66.2%
+150.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.8% | +3.2% | +6.8% |
| 7D | -12.8% | +3.7% | -16.5% | -13.8% |
| 30D | -41.9% | -35.7% | -6.2% | -34.8% |
| 3M | -36.9% | -49.5% | +12.6% | -25.5% |
| 6M | -52.2% | -50.6% | -1.6% | -44.3% |
| YTD | +62.7% | -16.6% | +79.3% | +60.1% |
| 1Y | +58.2% | -46.4% | +104.7% | +71.1% |
| 3Y | +219.5% | +63.3% | +156.1% | +99.1% |
| 5Y | -32.9% | -77.9% | +45.0% | -42.7% |
| All | +84.2% | -66.2% | +150.4% | +48.8% |
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