+1,071.7%
KEYS vs TCOM
+44.2%
+1,027.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | +2.9% | -10.2% | +13.1% | +4.8% |
| 30D | -1.3% | -16.8% | +15.5% | +1.7% |
| 3M | -0.1% | -16.7% | +16.6% | +2.5% |
| 6M | +17.4% | -27.1% | +44.4% | +23.3% |
| YTD | +62.9% | -45.5% | +108.4% | +79.3% |
| 1Y | +95.7% | -45.9% | +141.6% | +115.6% |
| 3Y | +150.2% | +9.8% | +140.4% | +136.5% |
| 5Y | +83.1% | +23.8% | +59.3% | +60.3% |
| 10Y | +1,020.9% | -10.8% | +1,031.7% | +873.4% |
| All | +1,071.7% | +44.2% | +1,027.5% | +877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling