+22.6%
KEY vs TLN
-8.6%
+31.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.4% |
| 30D | +6.9% | -4.6% | +11.5% | +7.1% |
| 3M | -5.0% | +5.2% | -10.2% | -5.6% |
| 6M | +0.7% | -6.5% | +7.3% | +0.4% |
| YTD | +6.5% | -3.6% | +10.1% | +6.3% |
| 1Y | +22.6% | -8.2% | +30.9% | +22.2% |
| All | +22.6% | -8.6% | +31.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling