+146.6%
TMUS vs KEEL
+294.5%
-147.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.9% |
| 7D | +0.4% | +2.9% | -2.4% | +0.4% |
| 30D | +3.5% | +0.8% | +2.7% | +3.4% |
| 3M | -1.3% | -35.3% | +34.0% | -0.9% |
| 6M | -13.6% | +59.4% | -73.0% | -14.9% |
| YTD | -8.8% | +51.9% | -60.7% | -10.3% |
| 1Y | -22.9% | +75.0% | -97.9% | -25.0% |
| 3Y | +36.7% | +224.5% | -187.8% | +27.5% |
| 5Y | +46.6% | -35.9% | +82.5% | +38.2% |
| All | +146.6% | +294.5% | -147.8% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling