+177.6%
KEEL vs TXT
-1.0%
+178.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +7.8% | -4.8% | +12.5% | +11.3% |
| 30D | -11.7% | -10.6% | -1.1% | -4.8% |
| 3M | -41.5% | -13.2% | -28.3% | -35.6% |
| 6M | +54.9% | -20.3% | +75.3% | +77.0% |
| YTD | +47.7% | -9.3% | +56.9% | +54.0% |
| 1Y | +177.6% | -2.7% | +180.3% | +201.4% |
| All | +177.6% | -1.0% | +178.6% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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