+177.6%
KEEL vs TPG
-6.0%
+183.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.2% |
| 7D | +7.8% | -2.4% | +10.2% | +9.4% |
| 30D | -11.7% | +11.1% | -22.8% | -19.0% |
| 3M | -41.5% | +26.3% | -67.7% | -51.6% |
| 6M | +54.9% | +18.3% | +36.6% | +33.7% |
| YTD | +47.7% | -14.4% | +62.1% | +64.9% |
| 1Y | +177.6% | -6.7% | +184.3% | +205.5% |
| All | +177.6% | -6.0% | +183.6% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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