+96.0%
KEYS vs TDY
+11.8%
+84.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.0% |
| 7D | +2.3% | -1.8% | +4.1% | +3.8% |
| 30D | -2.6% | -10.7% | +8.1% | +7.0% |
| 3M | -4.6% | -1.3% | -3.4% | -2.9% |
| 6M | +8.7% | -10.6% | +19.3% | +18.2% |
| YTD | +61.0% | +19.6% | +41.5% | +49.4% |
| 1Y | +96.0% | +11.6% | +84.4% | +88.5% |
| All | +96.0% | +11.8% | +84.2% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling