+117.9%
KEY vs TMF
-84.4%
+202.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.1% |
| 30D | +5.1% | +19.7% | -14.6% | +8.9% |
| 3M | -7.1% | -2.1% | -5.0% | -7.4% |
| 6M | -4.4% | -13.4% | +9.1% | -6.9% |
| YTD | +4.0% | -16.7% | +20.8% | +0.7% |
| 1Y | +23.4% | -23.3% | +46.8% | +17.6% |
| 3Y | +113.9% | -24.8% | +138.7% | +109.2% |
| 5Y | +12.3% | -88.0% | +100.4% | -37.3% |
| All | +117.9% | -84.4% | +202.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling