+20.4%
KEY vs TRI
-38.3%
+58.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -3.0% | +7.9% | -10.9% | -3.1% |
| 3M | +3.3% | +24.1% | -20.7% | +2.9% |
| 6M | +9.2% | +3.8% | +5.4% | +9.3% |
| YTD | +10.6% | -16.9% | +27.5% | +11.3% |
| 1Y | +20.4% | -38.4% | +58.8% | +18.5% |
| All | +20.4% | -38.3% | +58.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling