+177.6%
KEEL vs TCOM
-42.5%
+220.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | +7.8% | -9.5% | +17.3% | +13.0% |
| 30D | -11.7% | -10.7% | -1.0% | -7.0% |
| 3M | -41.5% | -14.6% | -26.9% | -36.8% |
| 6M | +54.9% | -19.3% | +74.2% | +73.4% |
| YTD | +47.7% | -42.9% | +90.6% | +107.3% |
| 1Y | +177.6% | -43.8% | +221.4% | +302.8% |
| All | +177.6% | -42.5% | +220.1% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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