+126.0%
DT vs KEEL
+309.9%
-184.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | +19.3% | -19.8% | -1.9% |
| 30D | +0.1% | +9.1% | -9.1% | -1.0% |
| 3M | +24.1% | -31.5% | +55.7% | +26.0% |
| 6M | +30.1% | +75.8% | -45.7% | +21.2% |
| YTD | +16.8% | +57.9% | -41.1% | +8.9% |
| 1Y | -0.1% | +133.3% | -133.4% | -12.0% |
| 3Y | +6.8% | +204.1% | -197.3% | -15.1% |
| 5Y | -28.4% | -37.5% | +9.2% | -40.2% |
| All | +126.0% | +309.9% | -184.0% | +66.7% |
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