-35.7%
DOW vs KEEL
+197.5%
-233.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.3% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | -3.9% | +0.8% | -4.8% | -4.2% |
| 3M | -12.7% | -35.3% | +22.6% | -11.0% |
| 6M | -13.7% | +59.4% | -73.1% | -19.1% |
| YTD | +28.4% | +51.9% | -23.5% | +19.8% |
| 1Y | +21.8% | +75.0% | -53.2% | +9.8% |
| 3Y | -35.7% | +224.5% | -260.3% | -49.2% |
| All | -35.7% | +197.5% | -233.2% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling