+75.0%
KEEL vs TRMB
-28.6%
+103.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.3% | +3.4% |
| 7D | +2.9% | -3.0% | +5.9% | +3.7% |
| 30D | +0.8% | +2.3% | -1.5% | 0.0% |
| 3M | -35.3% | +15.3% | -50.6% | -41.3% |
| 6M | +59.4% | -14.7% | +74.1% | +82.5% |
| YTD | +51.9% | -26.4% | +78.3% | +100.7% |
| 1Y | +75.0% | -30.4% | +105.4% | +140.3% |
| All | +75.0% | -28.6% | +103.6% | +140.3% |
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