+294.5%
KEEL vs TENB
+39.3%
+255.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +6.5% |
| 7D | +2.9% | -12.1% | +15.0% | +8.8% |
| 30D | +0.8% | -18.6% | +19.5% | +8.1% |
| 3M | -35.3% | +12.1% | -47.4% | -42.6% |
| 6M | +59.4% | +46.8% | +12.6% | +20.1% |
| YTD | +51.9% | +28.0% | +24.0% | +21.5% |
| 1Y | +75.0% | -1.4% | +76.4% | +60.8% |
| 3Y | +224.5% | -33.9% | +258.5% | +255.2% |
| 5Y | -35.9% | -34.6% | -1.3% | -28.0% |
| All | +294.5% | +39.3% | +255.2% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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