+294.5%
KEEL vs DD
+76.4%
+218.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +4.0% |
| 7D | +2.9% | -3.5% | +6.4% | +5.5% |
| 30D | +0.8% | -11.7% | +12.5% | +10.5% |
| 3M | -35.3% | -9.2% | -26.1% | -30.6% |
| 6M | +59.4% | -7.2% | +66.6% | +68.5% |
| YTD | +51.9% | +6.6% | +45.3% | +45.6% |
| 1Y | +75.0% | +32.0% | +43.0% | +43.4% |
| 3Y | +224.5% | +42.1% | +182.4% | +151.6% |
| 5Y | -35.9% | +58.1% | -94.0% | -51.6% |
| All | +294.5% | +76.4% | +218.0% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling