+224.5%
KEEL vs TW
+19.1%
+205.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.6% |
| 7D | +2.9% | -4.5% | +7.4% | +2.0% |
| 30D | +0.8% | -2.3% | +3.1% | +0.5% |
| 3M | -35.3% | +2.6% | -37.9% | -35.5% |
| 6M | +59.4% | -17.5% | +76.9% | +61.9% |
| YTD | +51.9% | -5.3% | +57.2% | +51.2% |
| 1Y | +75.0% | -14.8% | +89.8% | +77.6% |
| 3Y | +224.5% | +18.8% | +205.7% | +256.0% |
| All | +224.5% | +19.1% | +205.5% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling