+224.5%
KEEL vs DG
+4.6%
+219.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +2.9% | -6.5% | +9.4% | +3.0% |
| 30D | +0.8% | +4.2% | -3.3% | +0.7% |
| 3M | -35.3% | +9.5% | -44.8% | -35.9% |
| 6M | +59.4% | -13.1% | +72.5% | +60.0% |
| YTD | +51.9% | -4.8% | +56.8% | +52.3% |
| 1Y | +75.0% | +20.6% | +54.4% | +74.3% |
| 3Y | +224.5% | +4.9% | +219.6% | +211.7% |
| All | +224.5% | +4.6% | +219.9% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling