+1,018.0%
KEYS vs TCOM
-9.8%
+1,027.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -4.9% | +8.4% | +4.5% |
| 30D | -4.5% | -14.4% | +9.9% | -1.8% |
| 3M | -0.4% | -17.7% | +17.3% | +2.7% |
| 6M | +19.1% | -25.1% | +44.2% | +25.0% |
| YTD | +66.7% | -45.7% | +112.4% | +85.2% |
| 1Y | +96.5% | -47.9% | +144.3% | +119.8% |
| 3Y | +155.2% | +8.9% | +146.2% | +139.6% |
| 5Y | +88.0% | +26.9% | +61.1% | +60.9% |
| All | +1,018.0% | -9.8% | +1,027.8% | +845.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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