-35.3%
KEEL vs DD
+56.1%
-91.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +4.1% |
| 7D | +2.9% | -3.5% | +6.4% | +6.8% |
| 30D | +0.8% | -11.7% | +12.5% | +15.4% |
| 3M | -35.3% | -9.2% | -26.1% | -28.4% |
| 6M | +59.4% | -7.2% | +66.6% | +71.3% |
| YTD | +51.9% | +6.6% | +45.3% | +39.6% |
| 1Y | +75.0% | +32.0% | +43.0% | +25.1% |
| 3Y | +224.5% | +42.1% | +182.4% | +103.2% |
| All | -35.3% | +56.1% | -91.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling