+1,092.4%
TTMI vs KEEL
+280.1%
+812.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.7% | -0.9% |
| 7D | +6.0% | +2.7% | +3.3% | +5.8% |
| 30D | -6.4% | +4.6% | -11.0% | -6.9% |
| 3M | -28.9% | -34.5% | +5.6% | -26.5% |
| 6M | +26.9% | +59.3% | -32.4% | +22.9% |
| YTD | +77.3% | +46.4% | +30.9% | +72.0% |
| 1Y | +147.5% | +96.6% | +50.9% | +134.0% |
| 3Y | +847.6% | +182.0% | +665.7% | +753.1% |
| 5Y | +802.2% | -38.2% | +840.5% | +711.8% |
| All | +1,092.4% | +280.1% | +812.3% | +897.3% |
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