+129.1%
KEY vs TKO
+1,479.1%
-1,350.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | +6.7% | +15.0% | -8.3% | +2.6% |
| 3M | -4.6% | +2.9% | -7.5% | -5.7% |
| 6M | +2.6% | +9.0% | -6.4% | -0.8% |
| YTD | +7.0% | -3.4% | +10.4% | +6.7% |
| 1Y | +23.5% | +12.8% | +10.7% | +17.6% |
| 3Y | +126.4% | +158.0% | -31.6% | +67.5% |
| 5Y | +13.0% | +285.4% | -272.4% | -27.5% |
| 10Y | +99.5% | +1,160.4% | -1,060.9% | -15.9% |
| All | +129.1% | +1,479.1% | -1,350.1% | -33.6% |
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