+112.8%
KEY vs TRU
+243.5%
-130.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | -1.3% | +5.7% | -7.0% | -4.0% |
| 30D | +5.1% | +29.2% | -24.1% | -8.0% |
| 3M | -7.1% | +2.7% | -9.8% | -9.6% |
| 6M | -4.4% | +15.2% | -19.6% | -13.5% |
| YTD | +4.0% | -4.9% | +8.9% | +1.7% |
| 1Y | +23.4% | +3.4% | +20.0% | +15.2% |
| 3Y | +113.9% | +63.2% | +50.7% | +47.1% |
| 5Y | +12.3% | -26.6% | +38.9% | +15.3% |
| 10Y | +125.5% | +172.8% | -47.3% | +31.7% |
| All | +112.8% | +243.5% | -130.7% | +18.4% |
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 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