+40.8%
KEY vs TNA
-21.0%
+61.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +2.7% | +4.1% | -1.3% | +1.3% |
| 30D | -3.2% | -7.6% | +4.4% | -0.5% |
| 3M | +1.0% | +8.1% | -7.1% | -2.7% |
| 6M | +11.9% | +49.0% | -37.1% | -6.2% |
| YTD | +8.7% | +51.7% | -43.0% | -10.1% |
| 1Y | +18.5% | +59.6% | -41.2% | -5.5% |
| 3Y | +124.0% | +118.9% | +5.1% | +42.5% |
| 5Y | +40.8% | -19.2% | +60.0% | +8.4% |
| All | +40.8% | -21.0% | +61.8% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling