+218.7%
TPR vs KEEL
-39.1%
+257.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -7.3% | +19.3% | -26.6% | -9.2% |
| 30D | -30.7% | +9.1% | -39.8% | -31.8% |
| 3M | -21.6% | -31.5% | +9.9% | -19.7% |
| 6M | -21.3% | +75.8% | -97.2% | -29.1% |
| YTD | -10.2% | +57.9% | -68.0% | -19.0% |
| 1Y | +9.5% | +133.3% | -123.8% | -9.1% |
| 3Y | +280.8% | +204.1% | +76.7% | +166.7% |
| 5Y | +218.7% | -37.5% | +256.2% | +145.8% |
| All | +218.7% | -39.1% | +257.8% | +145.8% |
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