+167.0%
KEY vs TCOM
-9.7%
+176.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +2.7% | -7.6% | +10.4% | +4.6% |
| 30D | -3.2% | -12.2% | +9.0% | -0.4% |
| 3M | +1.0% | -14.2% | +15.2% | +3.9% |
| 6M | +11.9% | -25.0% | +36.9% | +18.7% |
| YTD | +8.7% | -43.7% | +52.4% | +22.5% |
| 1Y | +18.5% | -44.5% | +63.0% | +33.8% |
| 3Y | +124.0% | +13.4% | +110.5% | +99.6% |
| 5Y | +40.8% | +26.5% | +14.4% | +13.4% |
| 10Y | +167.0% | -10.3% | +177.3% | +108.6% |
| All | +167.0% | -9.7% | +176.7% | +108.6% |
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