+129.3%
KEY vs TKO
+1,446.8%
-1,317.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +2.9% | +2.3% | +0.6% | +2.3% |
| 30D | +8.4% | +13.4% | -4.9% | +4.6% |
| 3M | -5.8% | -1.7% | -4.0% | -5.6% |
| 6M | +5.4% | +7.2% | -1.8% | +2.5% |
| YTD | +7.1% | -5.4% | +12.4% | +7.4% |
| 1Y | +26.8% | +8.7% | +18.1% | +22.1% |
| 3Y | +128.7% | +150.4% | -21.7% | +70.6% |
| 5Y | +13.6% | +276.6% | -263.0% | -26.6% |
| 10Y | +99.7% | +1,134.6% | -1,034.9% | -15.3% |
| All | +129.3% | +1,446.8% | -1,317.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling