+75.0%
KEEL vs TAP
-17.5%
+92.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +4.7% |
| 7D | +2.9% | -3.9% | +6.8% | 0.0% |
| 30D | +0.8% | -5.3% | +6.1% | -2.6% |
| 3M | -35.3% | -3.8% | -31.5% | -35.3% |
| 6M | +59.4% | -11.4% | +70.7% | +53.3% |
| YTD | +51.9% | -13.7% | +65.7% | +44.4% |
| 1Y | +75.0% | -17.2% | +92.2% | +73.7% |
| All | +75.0% | -17.5% | +92.5% | +73.7% |
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