+82.3%
KEYS vs TLN
+710.8%
-628.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.4% |
| 7D | +9.4% | +11.0% | -1.6% | +6.5% |
| 30D | -16.8% | +4.9% | -21.7% | -17.7% |
| 3M | -15.9% | +4.9% | -20.8% | -17.1% |
| 6M | -17.6% | +7.1% | -24.7% | -19.3% |
| YTD | +46.5% | +0.3% | +46.2% | +43.8% |
| 1Y | +66.9% | +5.9% | +61.0% | +61.7% |
| 3Y | +141.4% | +578.5% | -437.1% | +62.2% |
| All | +82.3% | +710.8% | -628.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling