+294.5%
KEEL vs TRI
+70.0%
+224.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.4% |
| 7D | +2.9% | -7.9% | +10.8% | +4.6% |
| 30D | +0.8% | -4.5% | +5.4% | +1.2% |
| 3M | -35.3% | +22.1% | -57.4% | -42.7% |
| 6M | +59.4% | -2.8% | +62.1% | +53.1% |
| YTD | +51.9% | -23.4% | +75.3% | +64.6% |
| 1Y | +75.0% | -41.5% | +116.5% | +123.9% |
| 3Y | +224.5% | -19.2% | +243.8% | +222.5% |
| 5Y | -35.9% | -9.4% | -26.5% | -42.3% |
| All | +294.5% | +70.0% | +224.5% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling