+149.4%
KEYS vs TAP
-33.0%
+182.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +2.9% | -5.1% | +8.0% | +3.0% |
| 30D | -1.3% | -8.4% | +7.1% | -1.1% |
| 3M | -0.1% | -3.9% | +3.8% | -0.3% |
| 6M | +17.4% | -14.4% | +31.7% | +18.8% |
| YTD | +62.9% | -14.7% | +77.6% | +64.5% |
| 1Y | +95.7% | -18.7% | +114.4% | +99.5% |
| All | +149.4% | -33.0% | +182.4% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling