+312.2%
KEEL vs DAR
+258.1%
+54.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.5% | +6.2% |
| 7D | +21.5% | -0.9% | +22.4% | +21.9% |
| 30D | -3.9% | +13.0% | -16.8% | -9.8% |
| 3M | -34.1% | +15.0% | -49.1% | -38.8% |
| 6M | +82.8% | +26.8% | +56.0% | +60.8% |
| YTD | +58.7% | +86.4% | -27.7% | +17.1% |
| 1Y | +191.4% | +115.1% | +76.3% | +99.7% |
| 3Y | +205.7% | +14.6% | +191.1% | +166.3% |
| 5Y | -37.0% | -8.8% | -28.2% | -38.9% |
| All | +312.2% | +258.1% | +54.0% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling