+43.5%
KDP vs KEEL
-45.0%
+88.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +10.0% | +5.8% |
| 7D | +5.3% | -13.6% | +18.9% | +5.2% |
| 30D | +19.1% | -39.1% | +58.2% | +18.1% |
| 3M | +19.2% | -48.9% | +68.1% | +18.1% |
| 6M | +29.3% | -35.4% | +64.7% | +27.2% |
| YTD | +35.5% | -10.6% | +46.2% | +31.8% |
| 1Y | +43.5% | -45.3% | +88.8% | +40.4% |
| All | +43.5% | -45.0% | +88.4% | +40.4% |
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