+4.1%
DT vs KEEL
+89.9%
-85.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.7% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | +3.0% | +0.8% | +2.2% | +2.9% |
| 3M | +26.5% | -35.3% | +61.8% | +27.3% |
| 6M | +35.9% | +59.4% | -23.4% | +32.6% |
| YTD | +17.8% | +51.9% | -34.1% | +14.8% |
| 1Y | +4.1% | +75.0% | -70.9% | +1.9% |
| All | +4.1% | +89.9% | -85.8% | +1.9% |
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