+1,078.2%
KEY vs TAP
+825.0%
+253.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | -2.3% | +4.5% | +2.9% |
| 30D | -3.0% | -2.1% | -0.9% | -2.5% |
| 3M | +3.3% | +6.6% | -3.3% | +1.0% |
| 6M | +9.2% | -11.5% | +20.7% | +12.5% |
| YTD | +10.6% | -10.3% | +20.9% | +13.1% |
| 1Y | +20.4% | -14.4% | +34.8% | +24.5% |
| 3Y | +121.8% | -28.3% | +150.1% | +139.0% |
| 5Y | +41.1% | +1.7% | +39.4% | +35.9% |
| 10Y | +168.5% | -49.2% | +217.7% | +202.3% |
| All | +1,078.2% | +825.0% | +253.2% | +707.1% |
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