-45.3%
KEEL vs DOC
+23.5%
-68.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.0% |
| 7D | +3.7% | +5.9% | -2.1% | +1.1% |
| 30D | -35.7% | +10.3% | -46.0% | -39.0% |
| 3M | -49.5% | -2.2% | -47.3% | -48.5% |
| 6M | -50.6% | +8.2% | -58.8% | -54.6% |
| YTD | -16.6% | +35.4% | -52.0% | -34.2% |
| All | -45.3% | +23.5% | -68.7% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling