+128.7%
KEY vs TECK
+74.1%
+54.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +2.9% | -0.4% | +3.4% | +3.0% |
| 30D | +8.4% | -7.1% | +15.6% | +10.3% |
| 3M | -5.8% | -5.5% | -0.3% | -5.0% |
| 6M | +5.4% | -9.7% | +15.1% | +6.7% |
| YTD | +7.1% | +26.3% | -19.2% | -3.8% |
| 1Y | +26.8% | +44.4% | -17.6% | +8.7% |
| 3Y | +128.7% | +70.1% | +58.6% | +68.3% |
| All | +128.7% | +74.1% | +54.6% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling