-26.2%
DT vs KEEL
-34.6%
+8.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.1% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | +3.0% | +0.8% | +2.2% | +2.3% |
| 3M | +26.5% | -35.3% | +61.8% | +30.0% |
| 6M | +35.9% | +59.4% | -23.4% | +23.5% |
| YTD | +17.8% | +51.9% | -34.1% | +6.4% |
| 1Y | +4.1% | +75.0% | -70.9% | -11.4% |
| 3Y | +5.3% | +224.5% | -219.2% | -31.8% |
| All | -26.2% | -34.6% | +8.5% | -39.3% |
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