+224.5%
KEEL vs DGX
+96.4%
+128.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +0.8% | -1.2% | +2.0% | +1.0% |
| 3M | -35.3% | +15.8% | -51.1% | -37.0% |
| 6M | +59.4% | +18.2% | +41.2% | +53.8% |
| YTD | +51.9% | +37.2% | +14.7% | +37.5% |
| 1Y | +75.0% | +30.4% | +44.6% | +61.4% |
| 3Y | +224.5% | +96.7% | +127.8% | +177.4% |
| All | +224.5% | +96.4% | +128.1% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling