+135.5%
KEY vs TCOM
+13.4%
+122.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +2.2% | -9.5% | +11.7% | +2.9% |
| 30D | -3.0% | -10.7% | +7.7% | -2.2% |
| 3M | +3.3% | -14.6% | +18.0% | +4.4% |
| 6M | +9.2% | -19.3% | +28.5% | +10.8% |
| YTD | +10.6% | -42.9% | +53.6% | +15.4% |
| 1Y | +20.4% | -43.8% | +64.2% | +25.6% |
| All | +135.5% | +13.4% | +122.1% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling