-35.3%
KEEL vs TMF
-88.5%
+53.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +2.9% | -5.1% | +8.0% | +3.6% |
| 30D | +0.8% | -4.6% | +5.4% | +1.4% |
| 3M | -35.3% | -16.6% | -18.7% | -33.9% |
| 6M | +59.4% | -19.9% | +79.3% | +64.0% |
| YTD | +51.9% | -20.2% | +72.1% | +56.1% |
| 1Y | +75.0% | -27.7% | +102.7% | +81.4% |
| 3Y | +224.5% | -43.9% | +268.5% | +237.8% |
| All | -35.3% | -88.5% | +53.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling