+280.1%
KEEL vs DG
+1.0%
+279.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -7.0% |
| 7D | +2.7% | -6.3% | +9.0% | +3.9% |
| 30D | +4.6% | +2.4% | +2.1% | +3.8% |
| 3M | -34.5% | +12.4% | -46.9% | -36.9% |
| 6M | +59.3% | -14.9% | +74.2% | +63.1% |
| YTD | +46.4% | -6.1% | +52.4% | +47.1% |
| 1Y | +96.6% | +17.9% | +78.7% | +87.4% |
| 3Y | +182.0% | +3.1% | +178.8% | +166.8% |
| 5Y | -38.2% | -38.7% | +0.4% | -29.3% |
| All | +280.1% | +1.0% | +279.1% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling