+19.6%
TMO vs KEEL
+197.5%
-177.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +1.0% |
| 7D | -0.6% | +2.9% | -3.5% | -0.8% |
| 30D | +1.1% | +0.8% | +0.3% | +0.9% |
| 3M | +28.3% | -35.3% | +63.7% | +29.7% |
| 6M | +23.3% | +59.4% | -36.1% | +18.9% |
| YTD | +5.5% | +51.9% | -46.5% | +1.5% |
| 1Y | +24.5% | +75.0% | -50.5% | +16.7% |
| 3Y | +19.6% | +224.5% | -205.0% | +4.2% |
| All | +19.6% | +197.5% | -177.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling