+177.6%
KEEL vs TMF
-15.2%
+192.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +7.8% | -1.4% | +9.2% | +8.3% |
| 30D | -11.7% | -2.8% | -8.9% | -10.7% |
| 3M | -41.5% | -10.9% | -30.6% | -39.0% |
| 6M | +54.9% | -21.3% | +76.2% | +58.6% |
| YTD | +47.7% | -15.9% | +63.5% | +56.0% |
| 1Y | +177.6% | -15.7% | +193.3% | +211.2% |
| All | +177.6% | -15.2% | +192.8% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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