+280.1%
KEEL vs TECK
+335.2%
-55.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.3% | -1.0% | -4.5% |
| 7D | +2.7% | -4.2% | +6.9% | +4.9% |
| 30D | +4.6% | -0.4% | +4.9% | +5.2% |
| 3M | -34.5% | +10.1% | -44.6% | -36.6% |
| 6M | +59.3% | +26.0% | +33.3% | +47.5% |
| YTD | +46.4% | +38.0% | +8.3% | +31.5% |
| 1Y | +96.6% | +63.8% | +32.8% | +65.6% |
| 3Y | +182.0% | +68.5% | +113.5% | +136.1% |
| 5Y | -38.2% | +179.2% | -217.4% | -52.8% |
| All | +280.1% | +335.2% | -55.1% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling