+82.3%
KEEL vs DOC
-14.6%
+96.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.2% | -21.2% | -21.3% |
| 7D | -28.6% | +6.2% | -34.8% | -30.5% |
| 30D | -52.4% | +6.5% | -58.9% | -54.0% |
| 3M | -58.0% | -6.2% | -51.8% | -56.9% |
| 6M | -53.3% | +25.6% | -78.8% | -58.5% |
| YTD | -29.8% | +32.1% | -61.9% | -38.7% |
| 1Y | -59.4% | +20.3% | -79.7% | -63.1% |
| 3Y | +41.0% | +42.7% | -1.7% | +20.1% |
| 5Y | -77.3% | -22.2% | -55.2% | -77.1% |
| All | +82.3% | -14.6% | +96.9% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling