+127.0%
KEY vs TECK
+2,171.4%
-2,044.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -3.0% | +4.6% | -7.6% | -4.4% |
| 3M | +3.3% | +2.8% | +0.5% | +1.6% |
| 6M | +9.2% | +24.9% | -15.7% | +0.9% |
| YTD | +10.6% | +44.7% | -34.1% | -2.5% |
| 1Y | +20.4% | +112.0% | -91.6% | -5.5% |
| 3Y | +121.8% | +67.6% | +54.3% | +81.6% |
| 5Y | +41.1% | +200.3% | -159.2% | -6.2% |
| 10Y | +168.5% | +358.2% | -189.7% | +43.2% |
| All | +127.0% | +2,171.4% | -2,044.4% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling