+224.5%
KEEL vs TDY
+46.9%
+177.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.6% |
| 7D | +2.9% | -1.1% | +4.0% | +4.0% |
| 30D | +0.8% | -12.0% | +12.9% | +14.9% |
| 3M | -35.3% | -3.2% | -32.1% | -32.5% |
| 6M | +59.4% | -7.9% | +67.2% | +75.4% |
| YTD | +51.9% | +18.2% | +33.7% | +35.1% |
| 1Y | +75.0% | +6.7% | +68.3% | +70.5% |
| 3Y | +224.5% | +47.5% | +177.0% | +165.2% |
| All | +224.5% | +46.9% | +177.7% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling