+59.3%
KEEL vs TXG
+215.5%
-156.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -6.7% |
| 7D | +2.7% | +5.0% | -2.3% | +0.8% |
| 30D | +4.6% | +13.5% | -8.9% | -0.1% |
| 3M | -34.5% | +128.0% | -162.5% | -51.8% |
| 6M | +59.3% | +224.4% | -165.2% | +0.2% |
| All | +59.3% | +215.5% | -156.2% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling