-38.2%
KEEL vs DPZ
-34.0%
-4.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.7% |
| 7D | +2.7% | -8.6% | +11.3% | +6.8% |
| 30D | +4.6% | -11.2% | +15.8% | +9.6% |
| 3M | -34.5% | +1.4% | -35.9% | -37.5% |
| 6M | +59.3% | -19.9% | +79.1% | +73.9% |
| YTD | +46.4% | -23.0% | +69.4% | +63.1% |
| 1Y | +96.6% | -28.2% | +124.8% | +126.4% |
| 3Y | +182.0% | -14.2% | +196.2% | +185.3% |
| 5Y | -38.2% | -33.4% | -4.8% | -21.5% |
| All | -38.2% | -34.0% | -4.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling