+177.6%
KEEL vs TLN
-17.2%
+194.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +0.1% |
| 7D | +7.8% | +7.1% | +0.7% | +1.1% |
| 30D | -11.7% | -3.9% | -7.8% | -7.6% |
| 3M | -41.5% | -16.2% | -25.3% | -30.7% |
| 6M | +54.9% | -5.8% | +60.7% | +65.3% |
| YTD | +47.7% | -15.4% | +63.1% | +62.9% |
| 1Y | +177.6% | -16.7% | +194.3% | +179.8% |
| All | +177.6% | -17.2% | +194.8% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling