+39.1%
KEEL vs DGX
+32.7%
+6.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -2.8% |
| 7D | -0.6% | +0.3% | -0.9% | -0.5% |
| 30D | -1.7% | +1.5% | -3.2% | -1.1% |
| 3M | -38.3% | +17.6% | -55.9% | -33.0% |
| 6M | +54.0% | +20.1% | +33.9% | +68.5% |
| YTD | +46.8% | +38.9% | +7.9% | +66.0% |
| All | +39.1% | +32.7% | +6.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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