+1,038.9%
KEY vs TXT
+2,259.2%
-1,220.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.1% |
| 30D | +6.7% | +13.4% | -6.7% | -0.8% |
| 3M | -4.6% | -2.5% | -2.1% | -3.9% |
| 6M | +2.6% | -6.2% | +8.8% | +4.8% |
| YTD | +7.0% | -1.3% | +8.3% | +5.6% |
| 1Y | +23.5% | +4.3% | +19.1% | +18.1% |
| 3Y | +126.4% | +13.2% | +113.2% | +105.6% |
| 5Y | +13.0% | +12.4% | +0.6% | +3.6% |
| 10Y | +99.5% | +94.8% | +4.7% | +35.7% |
| All | +1,038.9% | +2,259.2% | -1,220.3% | +207.1% |
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