+105.3%
KEY vs TAP
-48.8%
+154.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +0.5% | -4.5% | +5.0% | +2.8% |
| 30D | +6.9% | +7.5% | -0.6% | +2.5% |
| 3M | -5.0% | -4.9% | -0.1% | -3.3% |
| 6M | +0.7% | -3.5% | +4.2% | +1.0% |
| YTD | +6.5% | -11.4% | +17.9% | +10.3% |
| 1Y | +22.6% | -10.8% | +33.4% | +26.2% |
| 3Y | +125.3% | -24.5% | +149.8% | +146.1% |
| 5Y | +13.9% | +2.5% | +11.5% | -1.0% |
| 10Y | +105.3% | -47.6% | +152.9% | +77.9% |
| All | +105.3% | -48.8% | +154.2% | +77.9% |
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