-37.1%
KEEL vs DECK
-7.0%
-30.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.6% | +9.9% | +7.8% |
| 7D | -1.4% | -0.8% | -0.6% | -2.1% |
| 30D | -29.8% | +4.9% | -34.7% | -27.9% |
| 3M | -37.1% | -5.8% | -31.3% | -43.8% |
| All | -37.1% | -7.0% | -30.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3mo: compounded portfolio wealth divided by compounded DECK 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…
3mo analysis · Full analysis span regression · Available span rolling