-26.5%
TMUS vs KEEL
+169.0%
-195.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.0% | -3.2% |
| 7D | +0.1% | +7.8% | -7.7% | +0.7% |
| 30D | +5.3% | -11.7% | +17.0% | +4.7% |
| 3M | +3.1% | -41.5% | +44.6% | +1.1% |
| 6M | -16.5% | +54.9% | -71.4% | -12.7% |
| YTD | -9.2% | +47.7% | -56.8% | -4.9% |
| 1Y | -26.5% | +177.6% | -204.1% | -23.7% |
| All | -26.5% | +169.0% | -195.5% | -23.7% |
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