+384.9%
KEY vs TNA
+790.3%
-405.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.6% |
| 7D | +1.8% | +7.7% | -5.9% | -1.7% |
| 30D | +7.1% | -0.7% | +7.8% | +6.3% |
| 3M | -5.9% | -25.4% | +19.5% | +5.1% |
| 6M | +2.2% | -11.8% | +14.0% | +4.5% |
| YTD | +6.4% | +23.9% | -17.5% | -8.3% |
| 1Y | +24.8% | +25.6% | -0.8% | +6.0% |
| 3Y | +125.2% | +137.1% | -11.9% | +27.3% |
| 5Y | +13.0% | -45.4% | +58.4% | +4.8% |
| 10Y | +98.5% | +39.5% | +59.0% | -13.1% |
| All | +384.9% | +790.3% | -405.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling