+94.2%
KEY vs TCOM
+5.9%
+88.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | +2.9% | -1.8% | +4.7% | +3.3% |
| 30D | +8.4% | +12.1% | -3.6% | +5.6% |
| 3M | -5.8% | -3.2% | -2.6% | -5.4% |
| 6M | +5.4% | -16.6% | +22.1% | +9.1% |
| YTD | +7.1% | -39.4% | +46.5% | +18.5% |
| 1Y | +26.8% | -41.5% | +68.3% | +41.5% |
| 3Y | +128.7% | +24.4% | +104.3% | +99.2% |
| 5Y | +13.6% | +41.6% | -27.9% | -11.2% |
| All | +94.2% | +5.9% | +88.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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