+206.6%
KEEL vs TLN
+589.3%
-382.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.5% |
| 7D | +19.3% | +5.8% | +13.5% | +15.7% |
| 30D | +9.1% | -6.9% | +16.0% | +14.4% |
| 3M | -31.5% | -10.9% | -20.7% | -26.0% |
| 6M | +75.8% | -4.6% | +80.4% | +84.9% |
| YTD | +57.9% | -14.7% | +72.6% | +72.6% |
| 1Y | +133.3% | -17.9% | +151.2% | +163.2% |
| 3Y | +204.1% | +483.9% | -279.8% | +117.6% |
| All | +206.6% | +589.3% | -382.7% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling