+59.3%
KEEL vs TRMB
-19.3%
+78.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -7.6% |
| 7D | +2.7% | -5.4% | +8.1% | +0.6% |
| 30D | +4.6% | -2.0% | +6.5% | +4.7% |
| 3M | -34.5% | +12.3% | -46.8% | -32.9% |
| 6M | +59.3% | -17.6% | +76.9% | +80.8% |
| All | +59.3% | -19.3% | +78.6% | +80.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling