+1.7%
KEY vs TPG
+78.3%
-76.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.9% | +5.0% | -2.1% | +0.4% |
| 30D | +8.4% | +15.7% | -7.2% | +0.5% |
| 3M | -5.8% | -10.6% | +4.8% | -1.2% |
| 6M | +5.4% | +15.9% | -10.5% | -4.2% |
| YTD | +7.1% | -20.6% | +27.7% | +16.8% |
| 1Y | +26.8% | -11.8% | +38.6% | +30.1% |
| 3Y | +128.7% | +71.6% | +57.1% | +56.4% |
| All | +1.7% | +78.3% | -76.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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