+99.5%
KEY vs TAP
-47.8%
+147.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -0.5% | -8.0% | +7.5% | +3.7% |
| 30D | +6.7% | +4.1% | +2.7% | +4.1% |
| 3M | -4.6% | -4.4% | -0.3% | -3.2% |
| 6M | +2.6% | -1.9% | +4.5% | +2.0% |
| YTD | +7.0% | -12.1% | +19.0% | +11.2% |
| 1Y | +23.5% | -12.0% | +35.5% | +28.1% |
| 3Y | +126.4% | -25.0% | +151.4% | +148.2% |
| 5Y | +13.0% | -1.1% | +14.1% | +0.4% |
| 10Y | +99.5% | -47.6% | +147.1% | +74.4% |
| All | +99.5% | -47.8% | +147.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling