-37.7%
KEEL vs DRI
+63.6%
-101.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.5% |
| 7D | +2.7% | -4.8% | +7.5% | +7.1% |
| 30D | +4.6% | -5.2% | +9.8% | +9.3% |
| 3M | -34.5% | +2.7% | -37.2% | -38.1% |
| 6M | +59.3% | +3.6% | +55.6% | +48.1% |
| YTD | +46.4% | +15.4% | +31.0% | +20.3% |
| 1Y | +96.6% | +1.3% | +95.3% | +81.2% |
| 3Y | +182.0% | +53.1% | +128.9% | +44.0% |
| All | -37.7% | +63.6% | -101.3% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling