+65.1%
TNA vs KEEL
+169.0%
-103.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.2% |
| 7D | -0.1% | +7.8% | -7.8% | -2.0% |
| 30D | -4.9% | -11.7% | +6.8% | -2.9% |
| 3M | +0.4% | -41.5% | +41.9% | +11.6% |
| 6M | +32.5% | +54.9% | -22.4% | +12.2% |
| YTD | +53.7% | +47.7% | +6.1% | +29.0% |
| 1Y | +65.1% | +177.6% | -112.5% | +51.5% |
| All | +65.1% | +169.0% | -103.9% | +51.5% |
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 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