-35.3%
KEEL vs DTE
+30.3%
-65.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.1% |
| 7D | +2.9% | -2.6% | +5.5% | +3.7% |
| 30D | +0.8% | -4.4% | +5.2% | +2.2% |
| 3M | -35.3% | -8.3% | -27.0% | -34.1% |
| 6M | +59.4% | -8.1% | +67.5% | +61.8% |
| YTD | +51.9% | +4.4% | +47.5% | +47.2% |
| 1Y | +75.0% | +0.2% | +74.8% | +72.7% |
| 3Y | +224.5% | +42.6% | +181.9% | +188.8% |
| All | -35.3% | +30.3% | -65.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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