-35.4%
TLT vs KEEL
-34.6%
-0.8%
-43.7%
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% | +0.1% |
| 7D | -1.6% | +2.9% | -4.5% | -1.7% |
| 30D | -1.1% | +0.8% | -2.0% | -1.2% |
| 3M | -4.9% | -35.3% | +30.5% | -4.6% |
| 6M | -5.0% | +59.4% | -64.4% | -5.6% |
| YTD | -4.4% | +51.9% | -56.3% | -4.9% |
| 1Y | -6.4% | +75.0% | -81.4% | -7.3% |
| 3Y | -2.0% | +224.5% | -226.5% | -4.2% |
| All | -35.4% | -34.6% | -0.8% | -37.9% |
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 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