+105.3%
KEY vs TECK
+211.9%
-106.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.6% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | +6.9% | -7.6% | +14.5% | +9.5% |
| 3M | -5.0% | -5.9% | +0.9% | -3.9% |
| 6M | +0.7% | -2.8% | +3.6% | -0.5% |
| YTD | +6.5% | +31.8% | -25.4% | -7.4% |
| 1Y | +22.6% | +49.1% | -26.5% | +1.7% |
| 3Y | +125.3% | +83.0% | +42.3% | +65.6% |
| 5Y | +13.9% | +150.6% | -136.7% | -30.9% |
| 10Y | +105.3% | +219.0% | -113.6% | -14.3% |
| All | +105.3% | +211.9% | -106.6% | -14.3% |
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