+224.5%
KEEL vs TECK
+65.8%
+158.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.1% |
| 7D | +2.9% | -3.8% | +6.7% | +6.7% |
| 30D | +0.8% | +0.7% | +0.1% | +0.9% |
| 3M | -35.3% | +4.6% | -39.9% | -37.4% |
| 6M | +59.4% | +25.1% | +34.3% | +34.9% |
| YTD | +51.9% | +39.2% | +12.7% | +18.5% |
| 1Y | +75.0% | +60.3% | +14.7% | +21.3% |
| 3Y | +224.5% | +62.9% | +161.6% | +114.9% |
| All | +224.5% | +65.8% | +158.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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