+294.5%
KEEL vs TRU
-1.1%
+295.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +0.8% | -2.0% | +2.9% | +1.2% |
| 3M | -35.3% | +18.4% | -53.8% | -43.5% |
| 6M | +59.4% | +8.9% | +50.5% | +44.5% |
| YTD | +51.9% | -8.9% | +60.9% | +49.7% |
| 1Y | +75.0% | -15.9% | +90.9% | +78.8% |
| 3Y | +224.5% | -1.1% | +225.6% | +195.6% |
| 5Y | -35.9% | -35.2% | -0.7% | -38.6% |
| All | +294.5% | -1.1% | +295.5% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling