+139.0%
KEY vs TLN
+630.2%
-491.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.4% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | +5.1% | -10.5% | +15.6% | +6.3% |
| 3M | -7.1% | +0.1% | -7.2% | -7.7% |
| 6M | -4.4% | -17.4% | +13.0% | -3.1% |
| YTD | +4.0% | -9.7% | +13.7% | +3.3% |
| 1Y | +23.4% | -12.3% | +35.7% | +22.8% |
| 3Y | +113.9% | +528.3% | -414.4% | +64.9% |
| All | +139.0% | +630.2% | -491.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling