+12.9%
KEY vs TMF
-87.8%
+100.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -2.5% | +2.7% | -5.2% | -2.4% |
| 30D | +4.1% | +19.3% | -15.3% | +4.3% |
| 3M | -8.4% | -3.7% | -4.7% | -8.4% |
| 6M | -2.3% | -11.3% | +9.0% | -2.5% |
| YTD | +4.6% | -16.6% | +21.2% | +4.2% |
| 1Y | +24.6% | -21.1% | +45.7% | +24.0% |
| 3Y | +112.8% | -26.8% | +139.6% | +112.4% |
| 5Y | +12.9% | -88.0% | +101.0% | -16.9% |
| All | +12.9% | -87.8% | +100.8% | -16.9% |
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