+212.7%
KEEL vs DRI
+52.8%
+160.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.9% |
| 7D | +2.7% | -4.8% | +7.5% | +4.7% |
| 30D | +4.6% | -5.2% | +9.8% | +6.9% |
| 3M | -34.5% | +2.7% | -37.2% | -36.1% |
| 6M | +59.3% | +3.6% | +55.6% | +54.1% |
| YTD | +46.4% | +15.4% | +31.0% | +32.7% |
| 1Y | +96.6% | +1.3% | +95.3% | +90.7% |
| All | +212.7% | +52.8% | +160.0% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling