+172.4%
KEY vs TXT
+97.6%
+74.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | +2.2% | -4.8% | +7.0% | +5.9% |
| 30D | -3.0% | -10.6% | +7.6% | +5.3% |
| 3M | +3.3% | -13.2% | +16.5% | +13.6% |
| 6M | +9.2% | -20.3% | +29.5% | +27.3% |
| YTD | +10.6% | -9.3% | +19.9% | +15.9% |
| 1Y | +20.4% | -2.7% | +23.1% | +19.1% |
| 3Y | +121.8% | +1.4% | +120.5% | +108.1% |
| 5Y | +41.1% | +9.6% | +31.6% | +23.4% |
| All | +172.4% | +97.6% | +74.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling