+118.9%
KEY vs TRU
+247.4%
-128.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +6.7% | +24.3% | -17.5% | -4.7% |
| 3M | -4.6% | +2.3% | -6.9% | -7.0% |
| 6M | +2.6% | +17.7% | -15.1% | -8.1% |
| YTD | +7.0% | -3.8% | +10.7% | +4.0% |
| 1Y | +23.5% | -0.3% | +23.8% | +17.6% |
| 3Y | +126.4% | +58.4% | +68.0% | +58.5% |
| 5Y | +13.0% | -24.0% | +37.0% | +13.9% |
| 10Y | +99.5% | +187.9% | -88.5% | +14.3% |
| All | +118.9% | +247.4% | -128.5% | +21.1% |
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