+146.0%
KEY vs TLN
+710.8%
-564.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | +2.9% | +11.0% | -8.1% | +1.6% |
| 30D | +8.4% | +4.9% | +3.5% | +7.6% |
| 3M | -5.8% | +4.9% | -10.7% | -6.9% |
| 6M | +5.4% | +7.1% | -1.7% | +3.3% |
| YTD | +7.1% | +0.3% | +6.7% | +5.0% |
| 1Y | +26.8% | +5.9% | +20.9% | +23.0% |
| 3Y | +128.7% | +578.5% | -449.8% | +73.6% |
| All | +146.0% | +710.8% | -564.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling