+169.3%
KEY vs TRU
+146.7%
+22.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -0.3% | -6.5% | +6.2% | +2.9% |
| 30D | -3.3% | -2.5% | -0.8% | -2.5% |
| 3M | -0.7% | +10.4% | -11.1% | -7.2% |
| 6M | +12.5% | +1.6% | +10.9% | +8.7% |
| YTD | +8.4% | -9.7% | +18.1% | +9.8% |
| 1Y | +18.4% | -17.3% | +35.7% | +24.5% |
| 3Y | +123.3% | -1.8% | +125.2% | +100.1% |
| 5Y | +38.8% | -36.2% | +75.0% | +57.0% |
| 10Y | +169.3% | +143.2% | +26.1% | +85.8% |
| All | +169.3% | +146.7% | +22.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling