+294.5%
KEEL vs TECH
+52.6%
+241.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | +0.8% | 0.0% | +0.9% | +0.9% |
| 3M | -35.3% | +33.7% | -69.0% | -47.5% |
| 6M | +59.4% | +34.9% | +24.5% | +22.5% |
| YTD | +51.9% | +23.2% | +28.8% | +23.4% |
| 1Y | +75.0% | +36.3% | +38.7% | +28.6% |
| 3Y | +224.5% | +2.3% | +222.3% | +177.0% |
| 5Y | -35.9% | -42.9% | +7.0% | -15.3% |
| All | +294.5% | +52.6% | +241.9% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling