+177.6%
KEEL vs DRI
+6.9%
+170.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +7.8% | +0.6% | +7.2% | +7.7% |
| 30D | -11.7% | +3.8% | -15.5% | -11.3% |
| 3M | -41.5% | +13.0% | -54.5% | -42.6% |
| 6M | +54.9% | +8.3% | +46.6% | +53.5% |
| YTD | +47.7% | +20.6% | +27.0% | +44.9% |
| 1Y | +177.6% | +6.5% | +171.1% | +192.6% |
| All | +177.6% | +6.9% | +170.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling