+280.1%
KEEL vs TW
+134.0%
+146.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.1% |
| 7D | +2.7% | -2.7% | +5.4% | +3.5% |
| 30D | +4.6% | -1.7% | +6.3% | +4.9% |
| 3M | -34.5% | +1.6% | -36.1% | -36.5% |
| 6M | +59.3% | -17.7% | +76.9% | +66.9% |
| YTD | +46.4% | -4.3% | +50.7% | +41.2% |
| 1Y | +96.6% | -13.1% | +109.7% | +98.4% |
| 3Y | +182.0% | +20.3% | +161.7% | +129.3% |
| 5Y | -38.2% | +22.0% | -60.2% | -50.5% |
| All | +280.1% | +134.0% | +146.1% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling