+294.5%
KEEL vs TDY
+102.6%
+191.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +2.9% | -1.1% | +4.0% | +3.5% |
| 30D | +0.8% | -12.0% | +12.9% | +8.3% |
| 3M | -35.3% | -3.2% | -32.1% | -33.7% |
| 6M | +59.4% | -7.9% | +67.2% | +68.5% |
| YTD | +51.9% | +18.2% | +33.7% | +42.9% |
| 1Y | +75.0% | +6.7% | +68.3% | +73.3% |
| 3Y | +224.5% | +47.5% | +177.0% | +181.2% |
| 5Y | -35.9% | +39.5% | -75.4% | -43.8% |
| All | +294.5% | +102.6% | +191.9% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling