+195.0%
KEEL vs TLN
+574.4%
-379.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +2.9% | -1.3% | +4.2% | +3.8% |
| 30D | +0.8% | -14.3% | +15.2% | +10.9% |
| 3M | -35.3% | -9.3% | -26.0% | -30.5% |
| 6M | +59.4% | -1.1% | +60.5% | +65.6% |
| YTD | +51.9% | -16.6% | +68.5% | +68.4% |
| 1Y | +75.0% | -22.0% | +97.0% | +102.1% |
| 3Y | +224.5% | +470.2% | -245.6% | +135.7% |
| All | +195.0% | +574.4% | -379.3% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling