+123.6%
KEY vs TMF
-42.2%
+165.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | -3.0% | -2.8% | -0.2% | -2.8% |
| 3M | +3.3% | -10.9% | +14.2% | +4.2% |
| 6M | +9.2% | -21.3% | +30.5% | +11.0% |
| YTD | +10.6% | -15.9% | +26.5% | +11.8% |
| 1Y | +20.4% | -15.7% | +36.1% | +21.4% |
| All | +123.6% | -42.2% | +165.8% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling