+1,052.7%
KEYS vs TKO
+1,588.8%
-536.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -5.3% | -2.6% | -2.6% | -4.9% |
| 3M | +0.5% | -7.8% | +8.3% | +1.6% |
| 6M | +14.0% | -7.0% | +21.1% | +14.8% |
| YTD | +60.3% | -8.5% | +68.8% | +61.7% |
| 1Y | +91.3% | -1.3% | +92.6% | +89.7% |
| 3Y | +146.1% | +105.0% | +41.2% | +106.3% |
| 5Y | +80.8% | +292.9% | -212.1% | +28.9% |
| 10Y | +1,002.8% | +979.3% | +23.4% | +564.4% |
| All | +1,052.7% | +1,588.8% | -536.1% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling