-35.3%
KEEL vs TKO
+291.2%
-326.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +2.9% | +2.3% | +0.6% | +1.9% |
| 30D | +0.8% | -2.5% | +3.3% | +1.8% |
| 3M | -35.3% | -10.6% | -24.7% | -32.4% |
| 6M | +59.4% | -5.1% | +64.4% | +61.6% |
| YTD | +51.9% | -8.2% | +60.1% | +55.5% |
| 1Y | +75.0% | -4.4% | +79.4% | +74.5% |
| 3Y | +224.5% | +100.4% | +124.2% | +115.8% |
| All | -35.3% | +291.2% | -326.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling