-38.8%
DOCS vs KEEL
-56.6%
+17.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -0.6% | -12.8% | +12.2% | +1.0% |
| 30D | +6.3% | -37.4% | +43.7% | +12.9% |
| 3M | +26.5% | -43.8% | +70.3% | +34.3% |
| 6M | +24.8% | -51.9% | +76.7% | +31.0% |
| YTD | -26.8% | -18.7% | -8.1% | -33.0% |
| 1Y | -38.3% | -46.6% | +8.4% | -39.6% |
| 3Y | +36.0% | +59.2% | -23.1% | -18.5% |
| 5Y | -55.0% | -75.8% | +20.8% | -63.5% |
| All | -38.8% | -56.6% | +17.8% | -58.9% |
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