-53.4%
TE vs KEEL
+719.0%
-772.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.6% | -5.2% |
| 7D | +0.9% | +2.7% | -1.8% | +0.4% |
| 30D | -16.3% | +4.6% | -20.8% | -17.4% |
| 3M | -40.8% | -34.5% | -6.3% | -35.3% |
| 6M | -42.6% | +59.3% | -101.9% | -48.1% |
| YTD | -31.4% | +46.4% | -77.8% | -36.8% |
| 1Y | +144.9% | +96.6% | +48.3% | +112.6% |
| 3Y | -26.0% | +182.0% | -208.0% | -42.0% |
| 5Y | -48.5% | -38.2% | -10.2% | -57.8% |
| All | -53.4% | +719.0% | -772.4% | -62.6% |
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