+623.8%
TER vs KEEL
+312.2%
+311.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +3.3% |
| 7D | +11.0% | +21.5% | -10.5% | +8.4% |
| 30D | -1.9% | -3.9% | +2.0% | -1.6% |
| 3M | -0.7% | -34.1% | +33.4% | +3.7% |
| 6M | +36.4% | +82.8% | -46.5% | +27.8% |
| YTD | +92.4% | +58.7% | +33.7% | +82.1% |
| 1Y | +213.5% | +191.4% | +22.1% | +173.7% |
| 3Y | +277.2% | +205.7% | +71.5% | +210.4% |
| 5Y | +219.1% | -37.0% | +256.1% | +171.2% |
| All | +623.8% | +312.2% | +311.7% | +459.9% |
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