+1,018.0%
KEYS vs TECK
+377.7%
+640.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -3.8% | +7.3% | +4.4% |
| 30D | -4.5% | +0.7% | -5.2% | -4.8% |
| 3M | -0.4% | +4.6% | -5.0% | -1.8% |
| 6M | +19.1% | +25.1% | -6.0% | +12.4% |
| YTD | +66.7% | +39.2% | +27.5% | +53.2% |
| 1Y | +96.5% | +60.3% | +36.1% | +74.5% |
| 3Y | +155.2% | +62.9% | +92.3% | +121.3% |
| 5Y | +88.0% | +181.5% | -93.5% | +40.4% |
| All | +1,018.0% | +377.7% | +640.3% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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