+280.2%
TSM vs KEEL
-34.6%
+314.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | +0.7% |
| 7D | +1.0% | +2.9% | -1.9% | +0.5% |
| 30D | +1.0% | +0.8% | +0.1% | +0.4% |
| 3M | +2.9% | -35.3% | +38.2% | +7.9% |
| 6M | +22.8% | +59.4% | -36.6% | +12.2% |
| YTD | +43.3% | +51.9% | -8.6% | +30.4% |
| 1Y | +69.2% | +75.0% | -5.8% | +46.8% |
| 3Y | +404.5% | +224.5% | +180.0% | +256.7% |
| All | +280.2% | -34.6% | +314.8% | +200.5% |
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 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