+117.9%
KEY vs TAP
-49.3%
+167.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.7% |
| 7D | -1.3% | +0.5% | -1.8% | -1.8% |
| 30D | +5.1% | +9.1% | -4.0% | +0.1% |
| 3M | -7.1% | -3.8% | -3.3% | -6.0% |
| 6M | -4.4% | -3.4% | -0.9% | -4.1% |
| YTD | +4.0% | -10.6% | +14.7% | +7.3% |
| 1Y | +23.4% | -4.4% | +27.8% | +22.3% |
| 3Y | +113.9% | -24.4% | +138.3% | +133.6% |
| 5Y | +12.3% | +2.1% | +10.2% | -1.8% |
| All | +117.9% | -49.3% | +167.2% | +73.7% |
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