+358.0%
KEY vs TRGP
+2,170.2%
-1,812.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.3% |
| 7D | +0.5% | -5.8% | +6.3% | +2.5% |
| 30D | +6.9% | -1.5% | +8.3% | +7.0% |
| 3M | -5.0% | +6.1% | -11.1% | -7.7% |
| 6M | +0.7% | +14.4% | -13.6% | -5.3% |
| YTD | +6.5% | +55.3% | -48.9% | -10.8% |
| 1Y | +22.6% | +69.1% | -46.5% | -0.5% |
| 3Y | +125.3% | +254.3% | -129.0% | +39.0% |
| 5Y | +13.9% | +471.4% | -457.5% | -41.0% |
| 10Y | +105.3% | +773.0% | -667.7% | -26.1% |
| All | +358.0% | +2,170.2% | -1,812.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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