+167.0%
KEY vs TAP
-52.1%
+219.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +0.3% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | -3.2% | -9.4% | +6.2% | +1.5% |
| 3M | +1.0% | -0.8% | +1.8% | +0.5% |
| 6M | +11.9% | -14.7% | +26.6% | +19.9% |
| YTD | +8.7% | -13.9% | +22.6% | +15.0% |
| 1Y | +18.5% | -18.6% | +37.1% | +28.4% |
| 3Y | +124.0% | -32.0% | +156.0% | +160.3% |
| 5Y | +40.8% | -1.0% | +41.8% | +25.7% |
| 10Y | +167.0% | -51.4% | +218.3% | +138.7% |
| All | +167.0% | -52.1% | +219.1% | +138.7% |
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