+294.5%
KEEL vs DRI
+122.2%
+172.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.4% |
| 7D | +2.9% | -3.2% | +6.1% | +4.1% |
| 30D | +0.8% | -7.8% | +8.7% | +3.7% |
| 3M | -35.3% | +0.4% | -35.7% | -36.1% |
| 6M | +59.4% | +4.8% | +54.6% | +54.9% |
| YTD | +51.9% | +16.7% | +35.2% | +41.4% |
| 1Y | +75.0% | +1.5% | +73.5% | +70.6% |
| 3Y | +224.5% | +56.3% | +168.3% | +168.7% |
| 5Y | -35.9% | +66.4% | -102.3% | -47.2% |
| All | +294.5% | +122.2% | +172.3% | +307.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling