+94.2%
KEY vs TAP
-46.0%
+140.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.0% |
| 7D | +2.9% | +1.3% | +1.7% | +2.2% |
| 30D | +8.4% | +5.7% | +2.7% | +4.9% |
| 3M | -5.8% | -1.9% | -3.9% | -5.6% |
| 6M | +5.4% | +0.9% | +4.5% | +3.3% |
| YTD | +7.1% | -9.5% | +16.6% | +9.7% |
| 1Y | +26.8% | -9.0% | +35.8% | +29.2% |
| 3Y | +128.7% | -22.2% | +150.9% | +145.9% |
| 5Y | +13.6% | +1.2% | +12.4% | -0.2% |
| All | +94.2% | -46.0% | +140.2% | +69.9% |
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