+12.2%
KEY vs TRU
-26.8%
+39.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | -1.3% | +5.7% | -7.0% | -3.5% |
| 30D | +5.1% | +29.2% | -24.1% | -5.8% |
| 3M | -7.1% | +2.7% | -9.8% | -9.1% |
| 6M | -4.4% | +15.2% | -19.6% | -11.9% |
| YTD | +4.0% | -4.9% | +8.9% | +2.6% |
| 1Y | +23.4% | +3.4% | +20.0% | +16.9% |
| 3Y | +113.9% | +63.2% | +50.7% | +56.5% |
| All | +12.2% | -26.8% | +39.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling