-54.2%
DOCS vs KEEL
-76.6%
+22.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.3% | -15.4% | -4.0% |
| 7D | -0.8% | -9.2% | +8.5% | -0.1% |
| 30D | +17.4% | -43.8% | +61.3% | +26.6% |
| 3M | +57.4% | -51.0% | +108.4% | +70.9% |
| 6M | +26.5% | -54.6% | +81.2% | +34.0% |
| YTD | -26.6% | -20.4% | -6.2% | -32.7% |
| 1Y | -48.1% | -49.3% | +1.3% | -48.7% |
| 3Y | +52.6% | +61.2% | -8.6% | -11.7% |
| All | -54.2% | -76.6% | +22.3% | -54.6% |
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 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