+212.7%
KEEL vs TLN
+469.0%
-256.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.5% | -4.7% | -5.8% |
| 7D | +2.7% | +2.0% | +0.7% | +1.7% |
| 30D | +4.6% | -12.9% | +17.5% | +14.1% |
| 3M | -34.5% | -7.4% | -27.0% | -30.3% |
| 6M | +59.3% | -6.0% | +65.3% | +69.3% |
| YTD | +46.4% | -16.9% | +63.3% | +62.5% |
| 1Y | +96.6% | -22.6% | +119.2% | +127.7% |
| All | +212.7% | +469.0% | -256.3% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling