+90.2%
KEY vs TRI
+561.6%
-471.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +3.7% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | -3.0% | +7.9% | -10.9% | -8.6% |
| 3M | +3.3% | +24.1% | -20.7% | -14.0% |
| 6M | +9.2% | +3.8% | +5.4% | -1.2% |
| YTD | +10.6% | -16.9% | +27.5% | +13.3% |
| 1Y | +20.4% | -38.4% | +58.8% | +52.3% |
| 3Y | +121.8% | -12.2% | +134.1% | +103.0% |
| 5Y | +41.1% | -1.8% | +42.9% | +14.3% |
| 10Y | +168.5% | +207.6% | -39.1% | -19.9% |
| All | +90.2% | +561.6% | -471.4% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling