-38.2%
KEEL vs TAP
-2.6%
-35.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +2.7% | -5.3% | +7.9% | +3.6% |
| 30D | +4.6% | -7.4% | +11.9% | +5.6% |
| 3M | -34.5% | -4.9% | -29.6% | -34.6% |
| 6M | +59.3% | -14.2% | +73.5% | +63.2% |
| YTD | +46.4% | -14.8% | +61.2% | +48.2% |
| 1Y | +96.6% | -18.1% | +114.7% | +100.8% |
| 3Y | +182.0% | -32.7% | +214.7% | +209.9% |
| 5Y | -38.2% | -0.5% | -37.8% | -44.4% |
| All | -38.2% | -2.6% | -35.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling