+70.5%
DOCN vs KEEL
-67.8%
+138.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.3% | -10.8% | -1.0% |
| 7D | -19.2% | -9.2% | -9.9% | -17.4% |
| 30D | -43.1% | -43.8% | +0.8% | -33.8% |
| 3M | -40.7% | -51.0% | +10.3% | -29.4% |
| 6M | -55.0% | -54.6% | -0.4% | -46.4% |
| YTD | +50.6% | -20.4% | +71.0% | +50.0% |
| 1Y | +54.0% | -49.3% | +103.3% | +68.8% |
| 3Y | +203.9% | +61.2% | +142.7% | +89.6% |
| 5Y | -29.4% | -74.3% | +44.9% | -40.2% |
| All | +70.5% | -67.8% | +138.3% | +39.4% |
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