-35.3%
KEEL vs TXG
-62.8%
+27.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.4% | +2.1% |
| 7D | +2.9% | +9.5% | -6.6% | -1.6% |
| 30D | +0.8% | +18.8% | -17.9% | -7.4% |
| 3M | -35.3% | +136.1% | -171.4% | -59.7% |
| 6M | +59.4% | +235.2% | -175.9% | -19.0% |
| YTD | +51.9% | +320.5% | -268.6% | -32.8% |
| 1Y | +75.0% | +425.2% | -350.2% | -33.9% |
| 3Y | +224.5% | +42.9% | +181.6% | +123.6% |
| All | -35.3% | -62.8% | +27.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling