+24.5%
TMO vs KEEL
+89.9%
-65.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +1.1% |
| 7D | -0.6% | +2.9% | -3.5% | -0.7% |
| 30D | +1.1% | +0.8% | +0.3% | +1.1% |
| 3M | +28.3% | -35.3% | +63.7% | +28.6% |
| 6M | +23.3% | +59.4% | -36.1% | +20.5% |
| YTD | +5.5% | +51.9% | -46.5% | +2.9% |
| 1Y | +24.5% | +75.0% | -50.5% | +23.8% |
| All | +24.5% | +89.9% | -65.3% | +23.8% |
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