-45.3%
KEEL vs TRMB
-31.2%
-14.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.3% | +13.2% | -0.7% |
| 7D | -13.6% | -15.7% | +2.1% | -10.9% |
| 30D | -39.1% | -7.8% | -31.4% | -38.2% |
| 3M | -48.9% | -9.3% | -39.6% | -47.8% |
| 6M | -35.4% | -20.8% | -14.6% | -24.5% |
| YTD | -10.6% | -30.8% | +20.1% | +15.4% |
| 1Y | -45.3% | -31.0% | -14.3% | -29.5% |
| All | -45.3% | -31.2% | -14.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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