+168.6%
TJX vs KEEL
+294.5%
-125.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.4% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -17.2% | +0.8% | -18.0% | -17.3% |
| 3M | -24.9% | -35.3% | +10.4% | -24.3% |
| 6M | -19.7% | +59.4% | -79.0% | -21.5% |
| YTD | -17.2% | +51.9% | -69.1% | -19.3% |
| 1Y | -9.4% | +75.0% | -84.4% | -12.8% |
| 3Y | +43.1% | +224.5% | -181.5% | +31.5% |
| 5Y | +96.7% | -35.9% | +132.6% | +82.8% |
| All | +168.6% | +294.5% | -125.9% | +142.0% |
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