-77.1%
KEEL vs DOC
-21.4%
-55.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.7% | +12.6% | +12.8% |
| 7D | -9.2% | +6.5% | -15.7% | -13.4% |
| 30D | -43.8% | +9.2% | -53.0% | -47.9% |
| 3M | -51.0% | -2.5% | -48.6% | -50.3% |
| 6M | -54.6% | +7.1% | -61.7% | -58.4% |
| YTD | -20.4% | +33.0% | -53.4% | -38.8% |
| 1Y | -49.3% | +23.3% | -72.6% | -58.7% |
| 3Y | +61.2% | +44.9% | +16.3% | +11.1% |
| All | -77.1% | -21.4% | -55.6% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling