+280.1%
KEEL vs TMF
-89.4%
+369.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -7.2% |
| 7D | +2.7% | -4.8% | +7.5% | +2.8% |
| 30D | +4.6% | -4.9% | +9.5% | +4.7% |
| 3M | -34.5% | -13.4% | -21.1% | -34.3% |
| 6M | +59.3% | -23.0% | +82.3% | +59.8% |
| YTD | +46.4% | -20.2% | +66.6% | +46.9% |
| 1Y | +96.6% | -26.5% | +123.0% | +97.3% |
| 3Y | +182.0% | -45.2% | +227.1% | +180.9% |
| 5Y | -38.2% | -88.4% | +50.2% | -50.3% |
| All | +280.1% | -89.4% | +369.6% | +283.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling