+6.1%
GD vs KEEL
-40.3%
+46.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.4% | -0.1% |
| 7D | +0.6% | -1.4% | +2.1% | +0.6% |
| 30D | +9.5% | -29.8% | +39.3% | +9.7% |
| 3M | -5.8% | -37.1% | +31.2% | -5.7% |
| 6M | +7.7% | -51.9% | +59.6% | +7.3% |
| YTD | +11.1% | -11.9% | +23.0% | +6.0% |
| 1Y | +6.1% | -38.6% | +44.7% | +2.0% |
| All | +6.1% | -40.3% | +46.4% | +2.0% |
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