-4.4%
KEY vs TLN
-15.5%
+11.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | +5.1% | -10.5% | +15.6% | +5.7% |
| 3M | -7.1% | +0.1% | -7.2% | -7.4% |
| 6M | -4.4% | -17.4% | +13.0% | -2.6% |
| All | -4.4% | -15.5% | +11.1% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling