-59.4%
KEEL vs TDY
+16.1%
-75.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.4% | -15.1% | -12.2% |
| 7D | -28.6% | -12.7% | -15.9% | -12.2% |
| 30D | -52.4% | -4.9% | -47.5% | -47.8% |
| 3M | -58.0% | -13.5% | -44.6% | -47.5% |
| 6M | -53.3% | -6.4% | -46.9% | -46.6% |
| YTD | -29.8% | +15.9% | -45.6% | -41.5% |
| 1Y | -59.4% | +15.4% | -74.8% | -65.9% |
| All | -59.4% | +16.1% | -75.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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