-45.3%
KEEL vs TXG
+406.9%
-452.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.4% |
| 7D | -13.6% | -19.3% | +5.7% | -6.5% |
| 30D | -39.1% | -30.9% | -8.2% | -31.5% |
| 3M | -48.9% | +41.1% | -90.0% | -56.5% |
| 6M | -35.4% | +211.9% | -247.3% | -58.7% |
| YTD | -10.6% | +314.0% | -324.6% | -50.0% |
| 1Y | -45.3% | +405.4% | -450.7% | -70.7% |
| All | -45.3% | +406.9% | -452.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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