+1,007.5%
KEY vs TXT
+2,193.3%
-1,185.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | -1.3% | -2.5% | +1.2% | +0.1% |
| 30D | +5.1% | +14.4% | -9.2% | -2.8% |
| 3M | -7.1% | -4.9% | -2.2% | -5.2% |
| 6M | -4.4% | -10.2% | +5.8% | +0.1% |
| YTD | +4.0% | -4.1% | +8.1% | +4.3% |
| 1Y | +23.4% | +4.0% | +19.4% | +18.3% |
| 3Y | +113.9% | +8.0% | +106.0% | +99.4% |
| 5Y | +12.3% | +8.4% | +3.9% | +4.9% |
| 10Y | +125.5% | +116.6% | +8.9% | +46.0% |
| All | +1,007.5% | +2,193.3% | -1,185.8% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling