-9.4%
TDG vs KEEL
+63.0%
-72.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +1.1% |
| 7D | -1.9% | +2.9% | -4.8% | -2.0% |
| 30D | -7.7% | +0.8% | -8.5% | -7.9% |
| 3M | -9.3% | -35.3% | +26.0% | -7.6% |
| 6M | -9.4% | +59.4% | -68.8% | -23.0% |
| All | -9.4% | +63.0% | -72.4% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling