+83.6%
KEY vs TRI
+578.0%
-494.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +5.0% |
| 7D | -0.4% | -11.4% | +11.0% | +6.6% |
| 30D | +7.2% | +4.9% | +2.3% | +2.7% |
| 3M | -4.9% | +7.0% | -12.0% | -11.8% |
| 6M | +1.1% | +18.2% | -17.1% | -16.6% |
| YTD | +6.8% | -14.8% | +21.6% | +5.4% |
| 1Y | +23.3% | -18.0% | +41.2% | +24.9% |
| 3Y | +126.1% | -12.0% | +138.0% | +103.0% |
| 5Y | +15.2% | -0.8% | +16.0% | -8.6% |
| 10Y | +113.6% | +220.1% | -106.6% | -39.3% |
| All | +83.6% | +578.0% | -494.4% | -73.0% |
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