+203.9%
DOCN vs KEEL
+54.5%
+149.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.3% | -10.8% | -0.6% |
| 7D | -19.2% | -9.2% | -9.9% | -17.6% |
| 30D | -43.1% | -43.8% | +0.8% | -35.1% |
| 3M | -40.7% | -51.0% | +10.3% | -30.9% |
| 6M | -55.0% | -54.6% | -0.4% | -47.4% |
| YTD | +50.6% | -20.4% | +71.0% | +53.7% |
| 1Y | +54.0% | -49.3% | +103.3% | +69.2% |
| 3Y | +203.9% | +61.2% | +142.7% | +140.3% |
| All | +203.9% | +54.5% | +149.4% | +140.3% |
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