+309.9%
KEEL vs TRMB
+56.5%
+253.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.5% |
| 7D | +19.3% | -2.9% | +22.2% | +22.2% |
| 30D | +9.1% | -1.8% | +10.9% | +9.5% |
| 3M | -31.5% | +8.4% | -40.0% | -39.4% |
| 6M | +75.8% | -18.5% | +94.4% | +99.1% |
| YTD | +57.9% | -26.7% | +84.6% | +96.6% |
| 1Y | +133.3% | -28.3% | +161.6% | +199.7% |
| 3Y | +204.1% | +12.6% | +191.5% | +167.7% |
| 5Y | -37.5% | -38.7% | +1.2% | -9.0% |
| All | +309.9% | +56.5% | +253.4% | +470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling