+99.5%
KEYS vs TLN
+571.8%
-472.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | +0.9% | +2.0% | -1.0% | +0.5% |
| 30D | -5.3% | -12.9% | +7.7% | -2.2% |
| 3M | +0.5% | -7.4% | +8.0% | +2.3% |
| 6M | +14.0% | -6.0% | +20.1% | +15.2% |
| YTD | +60.3% | -16.9% | +77.2% | +64.9% |
| 1Y | +91.3% | -22.6% | +114.0% | +99.0% |
| 3Y | +146.1% | +469.0% | -322.9% | +73.6% |
| All | +99.5% | +571.8% | -472.3% | +37.0% |
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