-37.7%
KEEL vs DAR
-7.2%
-30.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.3% |
| 7D | +2.7% | +0.9% | +1.7% | +2.2% |
| 30D | +4.6% | +6.4% | -1.9% | -0.2% |
| 3M | -34.5% | +13.2% | -47.7% | -40.4% |
| 6M | +59.3% | +26.2% | +33.1% | +33.2% |
| YTD | +46.4% | +84.4% | -38.0% | -4.3% |
| 1Y | +96.6% | +112.0% | -15.5% | +15.4% |
| 3Y | +182.0% | +13.4% | +168.6% | +141.8% |
| All | -37.7% | -7.2% | -30.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling