-53.9%
DOCS vs KEEL
-15.2%
-38.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.5% | -14.8% | -8.5% |
| 7D | -7.3% | +21.5% | -28.8% | -10.3% |
| 30D | -10.9% | -3.9% | -7.0% | -11.3% |
| 3M | +20.3% | -34.1% | +54.4% | +24.8% |
| 6M | -3.6% | +82.8% | -86.5% | -18.8% |
| YTD | -44.9% | +58.7% | -103.6% | -53.7% |
| 1Y | -64.9% | +191.4% | -256.3% | -75.7% |
| 3Y | +7.6% | +205.7% | -198.1% | -41.3% |
| 5Y | -74.0% | -37.0% | -37.0% | -81.5% |
| All | -53.9% | -15.2% | -38.7% | -71.6% |
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