+19.7%
TMO vs KEEL
-58.5%
+78.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -21.4% | +17.3% | -3.5% |
| 7D | -4.5% | -28.6% | +24.0% | -3.8% |
| 30D | +3.1% | -52.4% | +55.6% | +4.6% |
| 3M | +17.2% | -58.0% | +75.3% | +19.0% |
| 6M | +45.3% | -53.3% | +98.5% | +44.8% |
| YTD | +17.1% | -29.8% | +46.9% | +12.5% |
| 1Y | +19.7% | -59.4% | +79.0% | +14.5% |
| All | +19.7% | -58.5% | +78.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling