+394.0%
KEY vs TNA
+944.8%
-550.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +1.5% |
| 7D | -0.3% | -3.6% | +3.3% | +1.2% |
| 30D | -3.3% | -10.1% | +6.8% | +1.0% |
| 3M | -0.7% | +2.7% | -3.4% | -2.9% |
| 6M | +12.5% | +38.4% | -25.9% | -5.4% |
| YTD | +8.4% | +45.4% | -37.0% | -11.6% |
| 1Y | +18.4% | +55.9% | -37.5% | -8.2% |
| 3Y | +123.3% | +109.8% | +13.5% | +34.4% |
| 5Y | +38.8% | -22.5% | +61.3% | +10.7% |
| 10Y | +169.3% | +87.5% | +81.8% | +4.1% |
| All | +394.0% | +944.8% | -550.8% | -65.9% |
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