+1,078.2%
KEY vs TXT
+2,070.1%
-991.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +2.2% | -4.8% | +7.0% | +4.9% |
| 30D | -3.0% | -10.6% | +7.6% | +3.0% |
| 3M | +3.3% | -13.2% | +16.5% | +10.9% |
| 6M | +9.2% | -20.3% | +29.5% | +22.4% |
| YTD | +10.6% | -9.3% | +19.9% | +15.0% |
| 1Y | +20.4% | -2.7% | +23.1% | +20.2% |
| 3Y | +121.8% | +1.4% | +120.5% | +115.3% |
| 5Y | +41.1% | +9.6% | +31.6% | +31.8% |
| 10Y | +168.5% | +94.9% | +73.6% | +84.5% |
| All | +1,078.2% | +2,070.1% | -991.9% | +234.5% |
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