+280.1%
KEEL vs DD
+76.9%
+203.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -6.9% |
| 7D | +2.7% | -2.9% | +5.6% | +4.9% |
| 30D | +4.6% | -11.5% | +16.1% | +14.5% |
| 3M | -34.5% | -5.4% | -29.1% | -31.7% |
| 6M | +59.3% | -6.9% | +66.2% | +68.0% |
| YTD | +46.4% | +6.9% | +39.5% | +40.1% |
| 1Y | +96.6% | +35.6% | +60.9% | +58.3% |
| 3Y | +182.0% | +42.5% | +139.4% | +118.1% |
| 5Y | -38.2% | +58.5% | -96.7% | -53.4% |
| All | +280.1% | +76.9% | +203.2% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling