-35.3%
KEEL vs TRI
-10.0%
-25.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +2.9% | -7.9% | +10.8% | +5.0% |
| 30D | +0.8% | -4.5% | +5.4% | +1.2% |
| 3M | -35.3% | +22.1% | -57.4% | -45.1% |
| 6M | +59.4% | -2.8% | +62.1% | +51.3% |
| YTD | +51.9% | -23.4% | +75.3% | +75.2% |
| 1Y | +75.0% | -41.5% | +116.5% | +166.4% |
| 3Y | +224.5% | -19.2% | +243.8% | +166.1% |
| All | -35.3% | -10.0% | -25.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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