-31.0%
TLT vs KEEL
+309.9%
-340.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.6% |
| 7D | -0.3% | +19.3% | -19.6% | -0.3% |
| 30D | 0.0% | +9.1% | -9.1% | 0.0% |
| 3M | -2.9% | -31.5% | +28.7% | -2.9% |
| 6M | -6.3% | +75.8% | -82.1% | -6.3% |
| YTD | -3.3% | +57.9% | -61.2% | -3.4% |
| 1Y | -4.2% | +133.3% | -137.5% | -4.3% |
| 3Y | -1.7% | +204.1% | -205.8% | -1.6% |
| 5Y | -34.9% | -37.5% | +2.7% | -35.2% |
| All | -31.0% | +309.9% | -340.9% | -27.5% |
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