+29.2%
DOW vs KEEL
+169.0%
-139.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.1% |
| 7D | -2.4% | +7.8% | -10.2% | -2.5% |
| 30D | +0.4% | -11.7% | +12.1% | +0.5% |
| 3M | -14.4% | -41.5% | +27.1% | -13.2% |
| 6M | -7.0% | +54.9% | -61.9% | -10.2% |
| YTD | +30.2% | +47.7% | -17.5% | +24.9% |
| 1Y | +29.2% | +177.6% | -148.4% | +15.6% |
| All | +29.2% | +169.0% | -139.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling