+105.5%
KEEL vs DOC
-14.8%
+120.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -0.5% | -0.9% | +0.3% | -0.1% |
| 30D | -27.1% | +7.7% | -34.8% | -29.7% |
| 3M | -43.8% | -2.0% | -41.8% | -43.5% |
| 6M | -55.2% | +5.9% | -61.0% | -57.0% |
| YTD | -20.9% | +31.8% | -52.7% | -30.8% |
| 1Y | -28.5% | +22.5% | -51.0% | -35.6% |
| 3Y | +66.1% | +54.7% | +11.3% | +37.9% |
| 5Y | -78.3% | -21.3% | -57.0% | -78.1% |
| All | +105.5% | -14.8% | +120.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling