+40.8%
KEY vs TRI
-7.1%
+47.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.9% |
| 7D | +2.7% | -7.1% | +9.8% | +3.7% |
| 30D | -3.2% | -2.3% | -0.9% | -3.1% |
| 3M | +1.0% | +19.6% | -18.6% | -2.5% |
| 6M | +11.9% | -8.7% | +20.6% | +13.1% |
| YTD | +8.7% | -22.3% | +31.0% | +14.3% |
| 1Y | +18.5% | -40.7% | +59.1% | +34.4% |
| 3Y | +124.0% | -17.8% | +141.7% | +117.6% |
| 5Y | +40.8% | -8.5% | +49.3% | +21.3% |
| All | +40.8% | -7.1% | +47.9% | +21.3% |
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