+75.0%
KEEL vs DRI
+2.4%
+72.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.8% |
| 7D | +2.9% | -3.2% | +6.1% | +2.7% |
| 30D | +0.8% | -7.8% | +8.7% | +0.9% |
| 3M | -35.3% | +0.4% | -35.7% | -34.6% |
| 6M | +59.4% | +4.8% | +54.6% | +58.0% |
| YTD | +51.9% | +16.7% | +35.2% | +51.1% |
| 1Y | +75.0% | +1.5% | +73.5% | +74.6% |
| All | +75.0% | +2.4% | +72.6% | +74.6% |
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