+99.5%
KEY vs TNA
+55.3%
+44.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | +6.7% | +3.1% | +3.6% | +4.4% |
| 3M | -4.6% | -20.2% | +15.6% | +3.4% |
| 6M | +2.6% | -10.0% | +12.6% | +4.0% |
| YTD | +7.0% | +30.3% | -23.4% | -9.3% |
| 1Y | +23.5% | +31.1% | -7.6% | +3.6% |
| 3Y | +126.4% | +149.4% | -23.0% | +26.8% |
| 5Y | +13.0% | -42.5% | +55.5% | +3.8% |
| 10Y | +99.5% | +46.7% | +52.8% | -14.8% |
| All | +99.5% | +55.3% | +44.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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