+144.5%
KEY vs TLN
+733.8%
-589.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +1.8% | +22.3% | -20.5% | -0.7% |
| 30D | +7.1% | +1.2% | +5.9% | +6.7% |
| 3M | -5.9% | +5.9% | -11.8% | -7.1% |
| 6M | +2.2% | +3.2% | -1.0% | +0.6% |
| YTD | +6.4% | +3.2% | +3.3% | +4.0% |
| 1Y | +24.8% | +5.2% | +19.6% | +21.3% |
| 3Y | +125.2% | +606.3% | -481.0% | +70.6% |
| All | +144.5% | +733.8% | -589.3% | +95.3% |
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