-45.3%
KEEL vs DD
+49.3%
-94.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -2.4% |
| 7D | -13.6% | +8.7% | -22.3% | -19.8% |
| 30D | -39.1% | +15.3% | -54.5% | -46.4% |
| 3M | -48.9% | +5.9% | -54.8% | -51.3% |
| 6M | -35.4% | +11.6% | -47.0% | -41.8% |
| YTD | -10.6% | +26.5% | -37.2% | -31.6% |
| 1Y | -45.3% | +35.4% | -80.7% | -60.0% |
| All | -45.3% | +49.3% | -94.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling