+149.4%
KEYS vs TLN
+483.9%
-334.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | +2.9% | +5.8% | -2.9% | +1.6% |
| 30D | -1.3% | -6.9% | +5.5% | +0.3% |
| 3M | -0.1% | -10.9% | +10.8% | +2.4% |
| 6M | +17.4% | -4.6% | +22.0% | +18.2% |
| YTD | +62.9% | -14.7% | +77.6% | +66.6% |
| 1Y | +95.7% | -17.9% | +113.7% | +101.1% |
| All | +149.4% | +483.9% | -334.5% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling