+40.8%
KEY vs TXG
-65.4%
+106.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.5% |
| 7D | +2.7% | +9.4% | -6.6% | +1.3% |
| 30D | -3.2% | +26.1% | -29.3% | -7.0% |
| 3M | +1.0% | +124.8% | -123.9% | -12.4% |
| 6M | +11.9% | +215.2% | -203.4% | -9.2% |
| YTD | +8.7% | +302.2% | -293.5% | -15.9% |
| 1Y | +18.5% | +370.9% | -352.5% | -12.0% |
| 3Y | +124.0% | +38.5% | +85.4% | +91.5% |
| 5Y | +40.8% | -64.4% | +105.2% | +16.3% |
| All | +40.8% | -65.4% | +106.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling