+53.5%
T vs KEEL
+309.9%
-256.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.8% |
| 7D | -3.1% | +19.3% | -22.4% | -3.1% |
| 30D | +4.6% | +9.1% | -4.5% | +4.5% |
| 3M | +12.2% | -31.5% | +43.8% | +12.4% |
| 6M | -6.5% | +75.8% | -82.3% | -6.9% |
| YTD | +4.9% | +57.9% | -53.0% | +4.3% |
| 1Y | -10.5% | +133.3% | -143.8% | -11.5% |
| 3Y | +104.6% | +204.1% | -99.5% | +99.3% |
| 5Y | +64.2% | -37.5% | +101.7% | +59.3% |
| All | +53.5% | +309.9% | -256.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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