+1,098.7%
KEYS vs TDY
+547.6%
+551.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.3% |
| 7D | +3.5% | -1.1% | +4.6% | +4.2% |
| 30D | -4.5% | -12.0% | +7.6% | +2.9% |
| 3M | -0.4% | -3.2% | +2.8% | +1.8% |
| 6M | +19.1% | -7.9% | +27.0% | +25.3% |
| YTD | +66.7% | +18.2% | +48.4% | +52.6% |
| 1Y | +96.5% | +6.7% | +89.8% | +90.3% |
| 3Y | +155.2% | +47.5% | +107.6% | +106.0% |
| 5Y | +88.0% | +39.5% | +48.5% | +55.1% |
| 10Y | +1,046.8% | +477.2% | +569.6% | +318.1% |
| All | +1,098.7% | +547.6% | +551.2% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling