+1,092.8%
TSM vs KEEL
+309.9%
+782.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.8% | +19.3% | -14.5% | +3.2% |
| 30D | +4.0% | +9.1% | -5.1% | +3.0% |
| 3M | +2.0% | -31.5% | +33.5% | +4.4% |
| 6M | +25.5% | +75.8% | -50.3% | +18.6% |
| YTD | +44.0% | +57.9% | -13.9% | +36.4% |
| 1Y | +75.4% | +133.3% | -57.9% | +59.3% |
| 3Y | +406.7% | +204.1% | +202.6% | +331.0% |
| 5Y | +285.0% | -37.5% | +322.5% | +233.1% |
| All | +1,092.8% | +309.9% | +782.9% | +860.4% |
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