+283.4%
KEEL vs TMF
-88.9%
+372.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +7.8% | -1.4% | +9.2% | +7.8% |
| 30D | -11.7% | -2.8% | -8.9% | -11.7% |
| 3M | -41.5% | -10.9% | -30.6% | -41.4% |
| 6M | +54.9% | -21.3% | +76.2% | +55.3% |
| YTD | +47.7% | -15.9% | +63.5% | +48.0% |
| 1Y | +177.6% | -15.7% | +193.3% | +178.2% |
| 3Y | +164.9% | -43.4% | +208.2% | +163.3% |
| 5Y | -45.9% | -87.8% | +41.9% | -56.5% |
| All | +283.4% | -88.9% | +372.3% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling