-9.3%
TDG vs KEEL
+169.0%
-178.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.3% |
| 7D | -2.0% | +7.8% | -9.8% | -2.1% |
| 30D | -7.4% | -11.7% | +4.3% | -7.2% |
| 3M | -5.4% | -41.5% | +36.1% | -4.6% |
| 6M | -11.6% | +54.9% | -66.5% | -13.7% |
| YTD | -12.6% | +47.7% | -60.3% | -14.9% |
| 1Y | -9.3% | +177.6% | -186.9% | -12.4% |
| All | -9.3% | +169.0% | -178.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling