+154.3%
KEY vs TLN
+583.6%
-429.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.2% |
| 7D | +2.2% | +7.1% | -4.9% | +1.3% |
| 30D | -3.0% | -3.9% | +0.9% | -2.7% |
| 3M | +3.3% | -16.2% | +19.5% | +5.1% |
| 6M | +9.2% | -5.8% | +15.0% | +8.8% |
| YTD | +10.6% | -15.4% | +26.1% | +11.5% |
| 1Y | +20.4% | -16.7% | +37.1% | +21.0% |
| 3Y | +121.8% | +473.8% | -351.9% | +72.6% |
| All | +154.3% | +583.6% | -429.3% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling