+294.5%
KEEL vs TXT
+86.6%
+207.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.7% |
| 7D | +2.9% | +2.5% | +0.4% | +1.8% |
| 30D | +0.8% | -8.9% | +9.7% | +5.2% |
| 3M | -35.3% | -13.6% | -21.8% | -30.8% |
| 6M | +59.4% | -13.1% | +72.5% | +70.3% |
| YTD | +51.9% | -7.0% | +58.9% | +56.6% |
| 1Y | +75.0% | -1.4% | +76.4% | +76.1% |
| 3Y | +224.5% | +7.0% | +217.6% | +217.3% |
| 5Y | -35.9% | +15.4% | -51.3% | -38.1% |
| All | +294.5% | +86.6% | +207.9% | +290.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling