+294.5%
KEEL vs DG
+2.3%
+292.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | +2.9% | -6.5% | +9.4% | +4.2% |
| 30D | +0.8% | +4.2% | -3.3% | -0.2% |
| 3M | -35.3% | +9.5% | -44.8% | -37.3% |
| 6M | +59.4% | -13.1% | +72.5% | +62.6% |
| YTD | +51.9% | -4.8% | +56.8% | +52.2% |
| 1Y | +75.0% | +20.6% | +54.4% | +66.2% |
| 3Y | +224.5% | +4.9% | +219.6% | +205.7% |
| 5Y | -35.9% | -37.9% | +2.0% | -26.8% |
| All | +294.5% | +2.3% | +292.1% | +312.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling