+1,013.4%
KEY vs TAP
+864.5%
+148.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -2.5% | +7.7% | -10.2% | -4.7% |
| 30D | +4.1% | +14.4% | -10.3% | -0.2% |
| 3M | -8.4% | +2.0% | -10.4% | -9.2% |
| 6M | -2.3% | +2.5% | -4.8% | -3.7% |
| YTD | +4.6% | -6.4% | +11.0% | +5.3% |
| 1Y | +24.6% | -2.3% | +26.9% | +23.7% |
| 3Y | +112.8% | -20.3% | +133.1% | +121.8% |
| 5Y | +12.9% | +6.9% | +6.0% | +6.9% |
| 10Y | +126.7% | -46.3% | +173.0% | +150.8% |
| All | +1,013.4% | +864.5% | +148.8% | +651.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling