-44.2%
TTD vs KEEL
+309.9%
-354.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.6% | +19.3% | -23.9% | -6.7% |
| 30D | +3.7% | +9.1% | -5.5% | +1.8% |
| 3M | -30.2% | -31.5% | +1.3% | -28.7% |
| 6M | -51.4% | +75.8% | -127.2% | -56.9% |
| YTD | -63.4% | +57.9% | -121.3% | -67.5% |
| 1Y | -73.5% | +133.3% | -206.8% | -78.7% |
| 3Y | -83.5% | +204.1% | -287.6% | -88.3% |
| 5Y | -80.9% | -37.5% | -43.4% | -85.4% |
| All | -44.2% | +309.9% | -354.1% | -59.3% |
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