-25.1%
TGT vs KEEL
-34.6%
+9.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.2% |
| 7D | -5.2% | +2.9% | -8.1% | -5.5% |
| 30D | +1.2% | +0.8% | +0.3% | +0.7% |
| 3M | +18.4% | -35.3% | +53.7% | +20.9% |
| 6M | +33.4% | +59.4% | -25.9% | +24.7% |
| YTD | +63.8% | +51.9% | +11.9% | +52.4% |
| 1Y | +77.2% | +75.0% | +2.2% | +58.5% |
| 3Y | +41.8% | +224.5% | -182.8% | +8.3% |
| All | -25.1% | -34.6% | +9.5% | -39.0% |
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 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