+829.0%
TTMI vs KEEL
-34.6%
+863.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.7% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | -8.4% | +0.8% | -9.3% | -8.8% |
| 3M | -32.5% | -35.3% | +2.9% | -28.1% |
| 6M | +32.5% | +59.4% | -26.9% | +23.9% |
| YTD | +83.2% | +51.9% | +31.3% | +71.0% |
| 1Y | +161.7% | +75.0% | +86.7% | +135.2% |
| 3Y | +890.1% | +224.5% | +665.6% | +662.3% |
| All | +829.0% | -34.6% | +863.6% | +634.9% |
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 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