-59.4%
KEEL vs TRU
+4.5%
-63.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.9% | -22.4% | -21.2% |
| 7D | -28.6% | +9.8% | -38.4% | -26.9% |
| 30D | -52.4% | +30.7% | -83.2% | -49.9% |
| 3M | -58.0% | +3.8% | -61.8% | -57.5% |
| 6M | -53.3% | +21.9% | -75.2% | -53.5% |
| YTD | -29.8% | -2.8% | -27.0% | -32.6% |
| 1Y | -59.4% | +4.8% | -64.2% | -58.9% |
| All | -59.4% | +4.5% | -63.8% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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