+106.6%
KEEL vs DECK
+289.6%
-183.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.2% | +14.5% | +13.8% |
| 7D | -9.2% | +5.8% | -15.0% | -11.6% |
| 30D | -43.8% | +7.9% | -51.7% | -45.8% |
| 3M | -51.0% | -11.4% | -39.6% | -49.1% |
| 6M | -54.6% | -16.6% | -38.1% | -52.5% |
| YTD | -20.4% | -16.4% | -4.1% | -17.3% |
| 1Y | -49.3% | +8.6% | -58.0% | -53.7% |
| 3Y | +61.2% | -15.1% | +76.3% | +55.9% |
| 5Y | -74.3% | +22.9% | -97.2% | -81.0% |
| All | +106.6% | +289.6% | -183.0% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling