+224.5%
KEEL vs DPZ
-15.5%
+240.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.3% |
| 7D | +2.9% | -8.6% | +11.5% | +5.6% |
| 30D | +0.8% | -11.9% | +12.8% | +4.5% |
| 3M | -35.3% | +0.4% | -35.7% | -37.9% |
| 6M | +59.4% | -19.9% | +79.3% | +74.0% |
| YTD | +51.9% | -24.4% | +76.3% | +71.0% |
| 1Y | +75.0% | -30.4% | +105.4% | +106.2% |
| 3Y | +224.5% | -17.4% | +241.9% | +210.7% |
| All | +224.5% | -15.5% | +240.1% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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