-52.9%
DOCS vs KEEL
-78.9%
+26.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.5% |
| 30D | +11.4% | -27.1% | +38.5% | +15.5% |
| 3M | +25.4% | -43.8% | +69.2% | +33.2% |
| 6M | +42.5% | -55.2% | +97.7% | +51.3% |
| YTD | -24.7% | -20.9% | -3.9% | -30.9% |
| 1Y | -32.9% | -28.5% | -4.5% | -38.0% |
| 3Y | +39.6% | +66.1% | -26.5% | -19.4% |
| All | -52.9% | -78.9% | +26.0% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling