+124.0%
KEY vs TRU
-1.9%
+125.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.8% |
| 7D | +2.7% | -7.2% | +9.9% | +5.3% |
| 30D | -3.2% | -2.8% | -0.4% | -2.6% |
| 3M | +1.0% | +13.0% | -12.1% | -4.4% |
| 6M | +11.9% | +0.7% | +11.2% | +9.9% |
| YTD | +8.7% | -9.0% | +17.7% | +10.0% |
| 1Y | +18.5% | -16.3% | +34.8% | +23.4% |
| 3Y | +124.0% | -1.1% | +125.0% | +129.9% |
| All | +124.0% | -1.9% | +125.8% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling