+177.6%
KEEL vs TXG
+372.5%
-194.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | +7.8% | +1.8% | +6.0% | +7.1% |
| 30D | -11.7% | +32.0% | -43.7% | -20.2% |
| 3M | -41.5% | +87.0% | -128.5% | -52.3% |
| 6M | +54.9% | +180.1% | -125.2% | +9.5% |
| YTD | +47.7% | +284.1% | -236.5% | -5.5% |
| 1Y | +177.6% | +361.7% | -184.1% | +77.3% |
| All | +177.6% | +372.5% | -194.9% | +77.3% |
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