+212.7%
KEEL vs DAR
+7.7%
+205.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.5% |
| 7D | +2.7% | +0.9% | +1.7% | +2.4% |
| 30D | +4.6% | +6.4% | -1.9% | +1.0% |
| 3M | -34.5% | +13.2% | -47.7% | -38.9% |
| 6M | +59.3% | +26.2% | +33.1% | +38.8% |
| YTD | +46.4% | +84.4% | -38.0% | +4.9% |
| 1Y | +96.6% | +112.0% | -15.5% | +29.4% |
| All | +212.7% | +7.7% | +205.0% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling