+68.8%
KEY vs TCOM
+2,694.8%
-2,625.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +2.2% | -9.5% | +11.7% | +4.6% |
| 30D | -3.0% | -10.7% | +7.7% | -0.5% |
| 3M | +3.3% | -14.6% | +18.0% | +6.6% |
| 6M | +9.2% | -19.3% | +28.5% | +14.0% |
| YTD | +10.6% | -42.9% | +53.6% | +24.6% |
| 1Y | +20.4% | -43.8% | +64.2% | +35.9% |
| 3Y | +121.8% | +2.1% | +119.7% | +105.8% |
| 5Y | +41.1% | +31.2% | +9.9% | +13.4% |
| 10Y | +168.5% | -13.9% | +182.5% | +127.1% |
| All | +68.8% | +2,694.8% | -2,625.9% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling