+169.3%
KEY vs TECK
+372.8%
-203.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -0.3% | +4.9% | -5.2% | -2.0% |
| 30D | -3.3% | +5.2% | -8.5% | -5.2% |
| 3M | -0.7% | +13.8% | -14.5% | -6.1% |
| 6M | +12.5% | +38.5% | -26.0% | -2.0% |
| YTD | +8.4% | +47.3% | -38.9% | -8.4% |
| 1Y | +18.4% | +81.0% | -62.5% | -7.9% |
| 3Y | +123.3% | +79.9% | +43.5% | +67.0% |
| 5Y | +38.8% | +207.9% | -169.0% | -21.1% |
| 10Y | +169.3% | +389.5% | -220.2% | +8.3% |
| All | +169.3% | +372.8% | -203.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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