+141.4%
KEYS vs TAP
-22.2%
+163.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -1.9% |
| 7D | +9.4% | +1.3% | +8.1% | +9.5% |
| 30D | -16.8% | +5.7% | -22.5% | -16.5% |
| 3M | -15.9% | -1.9% | -14.0% | -15.5% |
| 6M | -17.6% | +0.9% | -18.5% | -17.4% |
| YTD | +46.5% | -9.5% | +56.0% | +48.3% |
| 1Y | +66.9% | -9.0% | +75.8% | +68.7% |
| 3Y | +141.4% | -22.2% | +163.6% | +150.8% |
| All | +141.4% | -22.2% | +163.5% | +150.8% |
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