+42.4%
TMUS vs KEEL
-41.3%
+83.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | 0.0% |
| 7D | -5.8% | +2.7% | -8.5% | -5.8% |
| 30D | -0.2% | +4.6% | -4.8% | -0.3% |
| 3M | -4.0% | -34.5% | +30.5% | -3.6% |
| 6M | -18.1% | +59.3% | -77.4% | -19.5% |
| YTD | -11.3% | +46.4% | -57.7% | -12.9% |
| 1Y | -24.7% | +96.6% | -121.3% | -27.8% |
| 3Y | +35.4% | +182.0% | -146.6% | +22.0% |
| 5Y | +42.4% | -38.2% | +80.7% | +32.5% |
| All | +42.4% | -41.3% | +83.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling