-53.1%
TE vs KEEL
+750.0%
-803.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.1% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -5.9% | +0.8% | -6.8% | -6.3% |
| 3M | -45.6% | -35.3% | -10.2% | -40.5% |
| 6M | -43.4% | +59.4% | -102.7% | -48.8% |
| YTD | -31.0% | +51.9% | -82.9% | -36.9% |
| 1Y | +145.2% | +75.0% | +70.2% | +117.2% |
| 3Y | -24.1% | +224.5% | -248.6% | -41.7% |
| 5Y | -48.1% | -35.9% | -12.2% | -57.8% |
| All | -53.1% | +750.0% | -803.1% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling