+294.5%
KEEL vs DGX
+168.4%
+126.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | -35.3% | +15.8% | -51.1% | -38.3% |
| 6M | +59.4% | +18.2% | +41.2% | +50.5% |
| YTD | +51.9% | +37.2% | +14.7% | +35.5% |
| 1Y | +75.0% | +30.4% | +44.6% | +58.5% |
| 3Y | +224.5% | +96.7% | +127.8% | +154.8% |
| 5Y | -35.9% | +67.2% | -103.1% | -48.5% |
| All | +294.5% | +168.4% | +126.0% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling