+398.4%
TSM vs KEEL
+186.7%
+211.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.3% | +5.6% | -0.6% |
| 7D | +2.6% | +2.7% | 0.0% | +2.2% |
| 30D | +1.4% | +4.6% | -3.1% | +0.3% |
| 3M | +5.0% | -34.5% | +39.4% | +9.8% |
| 6M | +24.0% | +59.3% | -35.3% | +14.0% |
| YTD | +41.6% | +46.4% | -4.8% | +30.3% |
| 1Y | +66.2% | +96.6% | -30.4% | +43.9% |
| All | +398.4% | +186.7% | +211.8% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling