+344.3%
KEY vs TMF
-68.9%
+413.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +1.8% |
| 30D | -3.0% | -2.8% | -0.2% | -3.6% |
| 3M | +3.3% | -10.9% | +14.2% | +0.5% |
| 6M | +9.2% | -21.3% | +30.5% | +2.9% |
| YTD | +10.6% | -15.9% | +26.5% | +6.3% |
| 1Y | +20.4% | -15.7% | +36.1% | +16.1% |
| 3Y | +121.8% | -43.4% | +165.2% | +96.7% |
| 5Y | +41.1% | -87.8% | +128.9% | -19.0% |
| 10Y | +168.5% | -86.7% | +255.3% | +94.5% |
| All | +344.3% | -68.9% | +413.1% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling