+280.1%
KEEL vs DBX
+102.4%
+177.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -8.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.4% |
| 30D | +4.6% | +2.8% | +1.7% | +1.7% |
| 3M | -34.5% | +26.8% | -61.2% | -45.4% |
| 6M | +59.3% | +32.8% | +26.5% | +24.2% |
| YTD | +46.4% | +26.1% | +20.3% | +17.6% |
| 1Y | +96.6% | +14.1% | +82.4% | +68.6% |
| 3Y | +182.0% | +25.7% | +156.2% | +111.9% |
| 5Y | -38.2% | +11.2% | -49.4% | -51.2% |
| All | +280.1% | +102.4% | +177.7% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling