+126.4%
KEY vs TRU
+238.0%
-111.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +3.2% |
| 7D | +2.2% | -6.8% | +9.0% | +5.6% |
| 30D | -3.0% | 0.0% | -3.1% | -3.5% |
| 3M | +3.3% | +13.3% | -10.0% | -4.5% |
| 6M | +9.2% | +3.4% | +5.8% | +4.7% |
| YTD | +10.6% | -6.4% | +17.0% | +10.0% |
| 1Y | +20.4% | -9.7% | +30.1% | +20.7% |
| 3Y | +121.8% | +0.1% | +121.7% | +97.7% |
| 5Y | +41.1% | -34.0% | +75.2% | +55.2% |
| 10Y | +168.5% | +147.9% | +20.6% | +64.5% |
| All | +126.4% | +238.0% | -111.6% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling