+18.4%
KEY vs TXG
+385.8%
-367.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | -0.3% | +9.1% | -9.5% | -0.9% |
| 30D | -3.3% | +14.9% | -18.2% | -4.1% |
| 3M | -0.7% | +120.0% | -120.7% | -6.6% |
| 6M | +12.5% | +221.8% | -209.3% | +1.7% |
| YTD | +8.4% | +312.6% | -304.2% | -3.8% |
| 1Y | +18.4% | +398.4% | -380.0% | +2.7% |
| All | +18.4% | +385.8% | -367.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling