+608.3%
TPR vs KEEL
+294.5%
+313.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.9% |
| 7D | -3.0% | +2.9% | -5.9% | -3.3% |
| 30D | -22.6% | +0.8% | -23.5% | -23.0% |
| 3M | -18.2% | -35.3% | +17.1% | -16.4% |
| 6M | -18.0% | +59.4% | -77.4% | -23.1% |
| YTD | -6.4% | +51.9% | -58.3% | -12.7% |
| 1Y | +12.3% | +75.0% | -62.7% | +1.6% |
| 3Y | +298.7% | +224.5% | +74.1% | +218.4% |
| 5Y | +232.5% | -35.9% | +268.4% | +177.1% |
| All | +608.3% | +294.5% | +313.8% | +360.5% |
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 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