+63.3%
KEEL vs DECK
-13.9%
+77.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +3.2% |
| 7D | +3.7% | +6.4% | -2.7% | +1.3% |
| 30D | -35.7% | +9.1% | -44.8% | -37.9% |
| 3M | -49.5% | -7.2% | -42.3% | -48.5% |
| 6M | -50.6% | -9.9% | -40.7% | -50.1% |
| YTD | -16.6% | -12.8% | -3.8% | -14.6% |
| 1Y | -46.4% | +10.6% | -57.0% | -51.3% |
| 3Y | +63.3% | -13.8% | +77.1% | +54.0% |
| All | +63.3% | -13.9% | +77.3% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling