+975.1%
KEYS vs TAP
-50.5%
+1,025.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.9% | -5.3% | +6.2% | +2.0% |
| 30D | -5.3% | -7.4% | +2.1% | -3.9% |
| 3M | +0.5% | -4.9% | +5.4% | +0.9% |
| 6M | +14.0% | -14.2% | +28.3% | +17.0% |
| YTD | +60.3% | -14.8% | +75.1% | +64.1% |
| 1Y | +91.3% | -18.1% | +109.4% | +97.2% |
| 3Y | +146.1% | -32.7% | +178.9% | +163.6% |
| 5Y | +80.8% | -0.5% | +81.3% | +70.6% |
| All | +975.1% | -50.5% | +1,025.6% | +1,048.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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