+65.6%
KEY vs TXG
+20.5%
+45.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.7% | -7.0% | +1.3% |
| 7D | -0.4% | +5.5% | -5.9% | -1.3% |
| 30D | +7.2% | -19.3% | +26.6% | +9.7% |
| 3M | -4.9% | +25.0% | -29.9% | -9.5% |
| 6M | +1.1% | +201.2% | -200.1% | -16.7% |
| YTD | +6.8% | +298.8% | -292.0% | -16.6% |
| 1Y | +23.3% | +326.6% | -303.3% | -5.2% |
| 3Y | +126.1% | +78.3% | +47.8% | +86.4% |
| 5Y | +15.2% | -61.3% | +76.5% | +5.3% |
| All | +65.6% | +20.5% | +45.1% | +13.2% |
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