+155.2%
KEYS vs TKO
+102.7%
+52.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +2.3% | +1.2% | +3.0% |
| 30D | -4.5% | -2.5% | -2.0% | -4.2% |
| 3M | -0.4% | -10.6% | +10.2% | +1.4% |
| 6M | +19.1% | -5.1% | +24.2% | +19.2% |
| YTD | +66.7% | -8.2% | +74.9% | +68.2% |
| 1Y | +96.5% | -4.4% | +100.9% | +95.8% |
| 3Y | +155.2% | +100.4% | +54.8% | +125.7% |
| All | +155.2% | +102.7% | +52.5% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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