+1,071.7%
KEYS vs TECK
+439.2%
+632.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.3% |
| 7D | +2.9% | +4.9% | -1.9% | +2.0% |
| 30D | -1.3% | +5.2% | -6.5% | -2.4% |
| 3M | -0.1% | +13.8% | -13.9% | -2.8% |
| 6M | +17.4% | +38.5% | -21.1% | +9.9% |
| YTD | +62.9% | +47.3% | +15.6% | +50.7% |
| 1Y | +95.7% | +81.0% | +14.8% | +74.2% |
| 3Y | +150.2% | +79.9% | +70.3% | +119.7% |
| 5Y | +83.1% | +207.9% | -124.8% | +43.5% |
| 10Y | +1,020.9% | +389.5% | +631.4% | +650.6% |
| All | +1,071.7% | +439.2% | +632.5% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling