+177.6%
KEEL vs DD
+41.5%
+136.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | +7.8% | -3.5% | +11.3% | +10.9% |
| 30D | -11.7% | -10.3% | -1.4% | -3.2% |
| 3M | -41.5% | -7.5% | -33.9% | -37.5% |
| 6M | +54.9% | -8.0% | +62.9% | +64.6% |
| YTD | +47.7% | +10.5% | +37.2% | +39.6% |
| 1Y | +177.6% | +38.3% | +139.3% | +129.7% |
| All | +177.6% | +41.5% | +136.1% | +129.7% |
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