+15.2%
KEY vs TMF
-88.4%
+103.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +7.2% | +16.3% | -9.1% | +7.4% |
| 3M | -4.9% | -2.7% | -2.2% | -5.0% |
| 6M | +1.1% | -13.2% | +14.2% | +0.8% |
| YTD | +6.8% | -16.7% | +23.5% | +6.5% |
| 1Y | +23.3% | -22.7% | +46.0% | +22.7% |
| 3Y | +126.1% | -26.1% | +152.2% | +125.8% |
| 5Y | +15.2% | -88.4% | +103.6% | -16.7% |
| All | +15.2% | -88.4% | +103.6% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling