+309.9%
KEEL vs DRI
+121.7%
+188.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +19.3% | -4.8% | +24.1% | +21.3% |
| 30D | +9.1% | -3.9% | +13.0% | +10.6% |
| 3M | -31.5% | +5.1% | -36.6% | -33.5% |
| 6M | +75.8% | +5.5% | +70.3% | +70.4% |
| YTD | +57.9% | +16.5% | +41.4% | +47.1% |
| 1Y | +133.3% | +2.0% | +131.3% | +127.0% |
| 3Y | +204.1% | +54.5% | +149.6% | +152.8% |
| 5Y | -37.5% | +66.6% | -104.1% | -48.6% |
| All | +309.9% | +121.7% | +188.3% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling