+15.2%
KEY vs TRI
-0.6%
+15.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +3.2% |
| 7D | -0.4% | -11.4% | +11.0% | +1.2% |
| 30D | +7.2% | +4.9% | +2.3% | +6.3% |
| 3M | -4.9% | +7.0% | -12.0% | -6.2% |
| 6M | +1.1% | +18.2% | -17.1% | -2.6% |
| YTD | +6.8% | -14.8% | +21.6% | +10.8% |
| 1Y | +23.3% | -18.0% | +41.2% | +29.3% |
| 3Y | +126.1% | -12.0% | +138.0% | +117.8% |
| 5Y | +15.2% | -0.8% | +16.0% | -2.5% |
| All | +15.2% | -0.6% | +15.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling