+123.6%
KEY vs TXT
+1.6%
+122.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | -4.8% | +7.0% | +5.1% |
| 30D | -3.0% | -10.6% | +7.6% | +3.5% |
| 3M | +3.3% | -13.2% | +16.5% | +11.3% |
| 6M | +9.2% | -20.3% | +29.5% | +23.7% |
| YTD | +10.6% | -9.3% | +19.9% | +14.3% |
| 1Y | +20.4% | -2.7% | +23.1% | +18.2% |
| All | +123.6% | +1.6% | +122.0% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling