+38.8%
KEY vs TKO
+306.8%
-268.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -3.3% | +0.9% | -4.1% | -3.7% |
| 3M | -0.7% | -6.2% | +5.4% | +0.4% |
| 6M | +12.5% | -5.6% | +18.1% | +13.3% |
| YTD | +8.4% | -7.8% | +16.3% | +9.7% |
| 1Y | +18.4% | -1.2% | +19.7% | +17.2% |
| 3Y | +123.3% | +106.5% | +16.8% | +78.7% |
| 5Y | +38.8% | +310.4% | -271.5% | -21.2% |
| All | +38.8% | +306.8% | -268.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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