+45.9%
TEM vs KEEL
+16.4%
+29.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.1% | -2.1% |
| 7D | -9.2% | +2.7% | -11.8% | -10.0% |
| 30D | +5.5% | +4.6% | +0.9% | +3.4% |
| 3M | +18.7% | -34.5% | +53.2% | +28.4% |
| 6M | +15.4% | +59.3% | -43.9% | -7.5% |
| YTD | -0.5% | +46.4% | -46.9% | -20.4% |
| 1Y | -24.8% | +96.6% | -121.4% | -52.2% |
| All | +45.9% | +16.4% | +29.5% | -17.0% |
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 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