+312.2%
KEEL vs TXT
+83.2%
+229.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.2% |
| 7D | +21.5% | -0.2% | +21.7% | +21.6% |
| 30D | -3.9% | -11.1% | +7.2% | +1.5% |
| 3M | -34.1% | -13.0% | -21.1% | -29.7% |
| 6M | +82.8% | -16.2% | +99.0% | +98.5% |
| YTD | +58.7% | -8.7% | +67.4% | +64.9% |
| 1Y | +191.4% | -3.8% | +195.2% | +196.0% |
| 3Y | +205.7% | +5.5% | +200.2% | +200.8% |
| 5Y | -37.0% | +12.3% | -49.3% | -38.6% |
| All | +312.2% | +83.2% | +229.0% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling