-45.3%
KEEL vs TAP
+4.4%
-49.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -1.3% |
| 7D | -13.6% | +9.9% | -23.5% | -4.7% |
| 30D | -39.1% | +18.1% | -57.3% | -28.1% |
| 3M | -48.9% | +3.2% | -52.1% | -45.3% |
| 6M | -35.4% | +8.4% | -43.8% | -26.5% |
| YTD | -10.6% | -4.4% | -6.2% | -6.1% |
| 1Y | -45.3% | +3.2% | -48.6% | -44.3% |
| All | -45.3% | +4.4% | -49.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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