+224.5%
KEEL vs DBX
+27.0%
+197.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +2.9% | +2.1% | +0.8% | +2.4% |
| 30D | +0.8% | +5.7% | -4.9% | -0.6% |
| 3M | -35.3% | +31.8% | -67.1% | -41.0% |
| 6M | +59.4% | +37.5% | +21.9% | +40.1% |
| YTD | +51.9% | +27.9% | +24.0% | +37.5% |
| 1Y | +75.0% | +15.0% | +60.0% | +66.6% |
| 3Y | +224.5% | +27.2% | +197.4% | +180.9% |
| All | +224.5% | +27.0% | +197.5% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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