+18.4%
KEY vs TRI
-42.5%
+60.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -0.3% | -8.4% | +8.1% | -0.2% |
| 30D | -3.3% | -6.5% | +3.2% | -3.2% |
| 3M | -0.7% | +18.6% | -19.3% | -1.0% |
| 6M | +12.5% | -10.4% | +23.0% | +13.1% |
| YTD | +8.4% | -23.7% | +32.1% | +9.0% |
| 1Y | +18.4% | -42.5% | +60.9% | +16.9% |
| All | +18.4% | -42.5% | +60.9% | +16.9% |
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