+212.7%
KEEL vs TMF
-44.0%
+256.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -6.6% |
| 7D | +2.7% | -4.8% | +7.5% | +3.7% |
| 30D | +4.6% | -4.9% | +9.5% | +5.6% |
| 3M | -34.5% | -13.4% | -21.1% | -32.6% |
| 6M | +59.3% | -23.0% | +82.3% | +67.2% |
| YTD | +46.4% | -20.2% | +66.6% | +52.7% |
| 1Y | +96.6% | -26.5% | +123.0% | +107.0% |
| All | +212.7% | -44.0% | +256.8% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling