+12.2%
KEY vs TCOM
+44.6%
-32.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.3% | +12.1% | -13.4% | -2.6% |
| 30D | +5.1% | +16.5% | -11.3% | +3.2% |
| 3M | -7.1% | -4.0% | -3.1% | -6.8% |
| 6M | -4.4% | -18.5% | +14.1% | -2.2% |
| YTD | +4.0% | -38.3% | +42.3% | +9.7% |
| 1Y | +23.4% | -36.6% | +60.0% | +29.7% |
| 3Y | +113.9% | +31.1% | +82.8% | +98.1% |
| All | +12.2% | +44.6% | -32.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling