+36.0%
TSM vs KEEL
-45.0%
+81.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.3% |
| 7D | -10.0% | -13.6% | +3.6% | -7.3% |
| 30D | -18.5% | -39.1% | +20.6% | -9.8% |
| 3M | -4.9% | -48.9% | +44.0% | +8.0% |
| 6M | -1.0% | -35.4% | +34.4% | +5.9% |
| YTD | +31.3% | -10.6% | +41.9% | +29.3% |
| 1Y | +36.0% | -45.3% | +81.3% | +40.9% |
| All | +36.0% | -45.0% | +81.0% | +40.9% |
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