+1,058.3%
KEYS vs TAP
-20.8%
+1,079.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.3% | -2.3% | +4.6% | +2.7% |
| 30D | -2.6% | -2.1% | -0.5% | -2.4% |
| 3M | -4.6% | +6.6% | -11.2% | -6.7% |
| 6M | +8.7% | -11.5% | +20.2% | +10.9% |
| YTD | +61.0% | -10.3% | +71.3% | +63.1% |
| 1Y | +96.0% | -14.4% | +110.4% | +100.2% |
| 3Y | +144.4% | -28.3% | +172.7% | +157.9% |
| 5Y | +80.5% | +1.7% | +78.8% | +70.6% |
| 10Y | +974.9% | -49.2% | +1,024.2% | +1,024.7% |
| All | +1,058.3% | -20.8% | +1,079.1% | +999.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling