+113.6%
KEY vs TAP
-49.5%
+163.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.3% |
| 7D | -0.4% | -7.8% | +7.4% | +3.7% |
| 30D | +7.2% | +7.1% | +0.1% | +3.0% |
| 3M | -4.9% | -7.0% | +2.1% | -2.1% |
| 6M | +1.1% | -3.8% | +4.9% | +1.5% |
| YTD | +6.8% | -11.7% | +18.5% | +10.9% |
| 1Y | +23.3% | -10.1% | +33.4% | +26.4% |
| 3Y | +126.1% | -23.7% | +149.8% | +145.2% |
| 5Y | +15.2% | +2.9% | +12.3% | -0.1% |
| 10Y | +113.6% | -49.5% | +163.1% | +79.5% |
| All | +113.6% | -49.5% | +163.1% | +79.5% |
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