+177.6%
KEEL vs DG
+23.4%
+154.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.4% |
| 7D | +7.8% | +8.4% | -0.6% | +6.4% |
| 30D | -11.7% | +4.9% | -16.6% | -12.2% |
| 3M | -41.5% | +29.3% | -70.8% | -46.8% |
| 6M | +54.9% | -11.3% | +66.2% | +64.9% |
| YTD | +47.7% | +1.8% | +45.9% | +51.0% |
| 1Y | +177.6% | +25.3% | +152.3% | +147.6% |
| All | +177.6% | +23.4% | +154.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling