+90.1%
KEYS vs TCOM
+29.4%
+60.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.5% | -4.9% | +8.4% | +4.2% |
| 30D | -4.5% | -14.4% | +9.9% | -2.4% |
| 3M | -0.4% | -17.7% | +17.3% | +2.0% |
| 6M | +19.1% | -25.1% | +44.2% | +23.9% |
| YTD | +66.7% | -45.7% | +112.4% | +81.4% |
| 1Y | +96.5% | -47.9% | +144.3% | +115.1% |
| 3Y | +155.2% | +8.9% | +146.2% | +144.6% |
| All | +90.1% | +29.4% | +60.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling