+630.1%
TPR vs KEEL
+283.4%
+346.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.3% |
| 7D | -2.3% | +7.8% | -10.1% | -2.9% |
| 30D | -23.0% | -11.7% | -11.3% | -22.5% |
| 3M | -12.5% | -41.5% | +29.0% | -9.8% |
| 6M | -21.4% | +54.9% | -76.3% | -26.1% |
| YTD | -3.5% | +47.7% | -51.2% | -9.7% |
| 1Y | +17.4% | +177.6% | -160.2% | +1.7% |
| 3Y | +291.3% | +164.9% | +126.4% | +218.0% |
| 5Y | +241.9% | -45.9% | +287.8% | +188.0% |
| All | +630.1% | +283.4% | +346.7% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling