-37.7%
KEEL vs TXT
+11.6%
-49.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.4% |
| 7D | +2.7% | -0.2% | +2.9% | +3.0% |
| 30D | +4.6% | -10.2% | +14.8% | +16.6% |
| 3M | -34.5% | -13.3% | -21.2% | -24.6% |
| 6M | +59.3% | -14.4% | +73.6% | +85.0% |
| YTD | +46.4% | -9.1% | +55.5% | +56.3% |
| 1Y | +96.6% | -2.2% | +98.7% | +94.4% |
| 3Y | +182.0% | +5.1% | +176.9% | +143.6% |
| All | -37.7% | +11.6% | -49.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling