+155.2%
KEYS vs TECK
+65.8%
+89.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.5% | -3.8% | +7.3% | +4.9% |
| 30D | -4.5% | +0.7% | -5.2% | -5.0% |
| 3M | -0.4% | +4.6% | -5.0% | -2.7% |
| 6M | +19.1% | +25.1% | -6.0% | +8.3% |
| YTD | +66.7% | +39.2% | +27.5% | +45.6% |
| 1Y | +96.5% | +60.3% | +36.1% | +62.8% |
| 3Y | +155.2% | +62.9% | +92.3% | +105.7% |
| All | +155.2% | +65.8% | +89.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling