+71.5%
KEY vs TXG
+16.0%
+55.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +2.2% | +1.8% | +0.4% | +1.9% |
| 30D | -3.0% | +32.0% | -35.0% | -7.3% |
| 3M | +3.3% | +87.0% | -83.7% | -7.0% |
| 6M | +9.2% | +180.1% | -170.9% | -8.3% |
| YTD | +10.6% | +284.1% | -273.5% | -11.9% |
| 1Y | +20.4% | +361.7% | -341.3% | -8.1% |
| 3Y | +121.8% | +15.9% | +105.9% | +95.9% |
| 5Y | +41.1% | -66.2% | +107.3% | +32.5% |
| All | +71.5% | +16.0% | +55.5% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling