-37.4%
DOCS vs KEEL
-55.7%
+18.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.8% |
| 7D | +0.1% | +18.2% | -18.1% | -2.7% |
| 30D | +8.7% | -32.1% | +40.7% | +13.9% |
| 3M | +32.9% | -44.9% | +77.8% | +41.7% |
| 6M | +25.5% | -52.1% | +77.6% | +31.9% |
| YTD | -25.0% | -17.0% | -8.0% | -31.6% |
| 1Y | -34.9% | -38.5% | +3.6% | -37.9% |
| 3Y | +39.3% | +62.5% | -23.2% | -16.9% |
| 5Y | -54.8% | -77.3% | +22.5% | -62.9% |
| All | -37.4% | -55.7% | +18.3% | -58.1% |
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