+175.4%
KEEL vs DOC
+20.8%
+154.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.8% |
| 7D | +7.8% | -1.5% | +9.2% | +8.8% |
| 30D | -11.7% | -4.8% | -6.9% | -8.5% |
| 3M | -41.5% | +6.9% | -48.4% | -45.5% |
| 6M | +54.9% | +20.7% | +34.2% | +30.8% |
| YTD | +47.7% | +34.1% | +13.5% | +15.4% |
| 1Y | +177.6% | +22.6% | +155.0% | +129.0% |
| All | +175.4% | +20.8% | +154.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling