+40.8%
KEY vs TECK
+207.5%
-166.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.9% |
| 7D | +2.7% | +7.8% | -5.0% | +0.5% |
| 30D | -3.2% | +8.3% | -11.5% | -5.5% |
| 3M | +1.0% | +16.1% | -15.1% | -4.0% |
| 6M | +11.9% | +42.9% | -31.0% | -1.1% |
| YTD | +8.7% | +50.8% | -42.1% | -6.1% |
| 1Y | +18.5% | +106.1% | -87.6% | -8.1% |
| 3Y | +124.0% | +84.0% | +39.9% | +73.9% |
| 5Y | +40.8% | +223.5% | -182.6% | -6.3% |
| All | +40.8% | +207.5% | -166.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling