+91.3%
KEYS vs TLN
-23.2%
+114.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | +0.9% | +2.0% | -1.0% | +0.3% |
| 30D | -5.3% | -12.9% | +7.7% | -1.1% |
| 3M | +0.5% | -7.4% | +8.0% | +3.2% |
| 6M | +14.0% | -6.0% | +20.1% | +16.2% |
| YTD | +60.3% | -16.9% | +77.2% | +66.3% |
| 1Y | +91.3% | -22.6% | +114.0% | +106.0% |
| All | +91.3% | -23.2% | +114.5% | +106.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling