+38.2%
KDP vs KEEL
+312.2%
-274.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.2% |
| 7D | +2.1% | +21.5% | -19.4% | +1.9% |
| 30D | +8.5% | -3.9% | +12.3% | +8.5% |
| 3M | +6.6% | -34.1% | +40.7% | +6.8% |
| 6M | +17.1% | +82.8% | -65.8% | +16.1% |
| YTD | +19.0% | +58.7% | -39.7% | +18.1% |
| 1Y | +21.8% | +191.4% | -169.6% | +19.8% |
| 3Y | +6.4% | +205.7% | -199.3% | +3.5% |
| 5Y | +5.1% | -37.0% | +42.1% | +2.6% |
| All | +38.2% | +312.2% | -274.0% | +30.0% |
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 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