+155.2%
KEYS vs TENB
-34.6%
+189.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +5.2% |
| 7D | +3.5% | -12.1% | +15.6% | +6.1% |
| 30D | -4.5% | -18.6% | +14.1% | -0.9% |
| 3M | -0.4% | +12.1% | -12.5% | -5.6% |
| 6M | +19.1% | +46.8% | -27.7% | +3.2% |
| YTD | +66.7% | +28.0% | +38.7% | +49.8% |
| 1Y | +96.5% | -1.4% | +97.9% | +95.8% |
| 3Y | +155.2% | -33.9% | +189.1% | +185.1% |
| All | +155.2% | -34.6% | +189.7% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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