+47.8%
TFC vs KEEL
+309.9%
-262.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.3% | +19.3% | -20.6% | -2.1% |
| 30D | -2.3% | +9.1% | -11.5% | -2.9% |
| 3M | +2.5% | -31.5% | +34.0% | +3.5% |
| 6M | +9.5% | +75.8% | -66.3% | +4.9% |
| YTD | +5.1% | +57.9% | -52.8% | +0.7% |
| 1Y | +15.5% | +133.3% | -117.9% | +7.0% |
| 3Y | +95.2% | +204.1% | -108.9% | +72.8% |
| 5Y | +14.5% | -37.5% | +52.0% | +2.0% |
| All | +47.8% | +309.9% | -262.2% | +25.6% |
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