+17.6%
KEY vs TNA
+50.2%
-32.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -1.8% | -7.6% | +5.8% | +0.2% |
| 30D | -3.3% | -13.6% | +10.3% | +0.2% |
| 3M | -0.2% | +2.8% | -3.0% | -1.5% |
| 6M | +12.1% | +34.5% | -22.4% | +1.5% |
| YTD | +8.4% | +41.0% | -32.6% | -3.1% |
| 1Y | +17.6% | +52.0% | -34.4% | +3.8% |
| All | +17.6% | +50.2% | -32.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling