+40.8%
KEY vs TRU
-35.2%
+76.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | +2.7% | -7.2% | +9.9% | +5.8% |
| 30D | -3.2% | -2.8% | -0.4% | -2.4% |
| 3M | +1.0% | +13.0% | -12.1% | -5.4% |
| 6M | +11.9% | +0.7% | +11.2% | +9.4% |
| YTD | +8.7% | -9.0% | +17.7% | +9.9% |
| 1Y | +18.5% | -16.3% | +34.8% | +23.6% |
| 3Y | +124.0% | -1.1% | +125.0% | +107.7% |
| 5Y | +40.8% | -36.0% | +76.8% | +47.9% |
| All | +40.8% | -35.2% | +76.1% | +47.9% |
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 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