-49.3%
TE vs KEEL
-34.6%
-14.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.6% |
| 7D | +0.2% | +2.9% | -2.7% | -0.6% |
| 30D | -5.9% | +0.8% | -6.8% | -6.6% |
| 3M | -45.6% | -35.3% | -10.2% | -37.4% |
| 6M | -43.4% | +59.4% | -102.7% | -52.7% |
| YTD | -31.0% | +51.9% | -82.9% | -41.6% |
| 1Y | +145.2% | +75.0% | +70.2% | +93.7% |
| 3Y | -24.1% | +224.5% | -248.6% | -56.2% |
| All | -49.3% | -34.6% | -14.7% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling