+59.6%
KEYS vs TMF
-23.9%
+83.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.5% | -8.8% | -6.3% |
| 7D | -14.8% | +4.0% | -18.8% | -14.9% |
| 30D | -25.6% | +19.5% | -45.0% | -27.1% |
| 3M | -16.2% | -3.5% | -12.7% | -14.5% |
| 6M | -18.6% | -10.6% | -8.1% | -15.4% |
| YTD | +40.7% | -17.1% | +57.8% | +49.4% |
| 1Y | +59.6% | -24.3% | +83.9% | +71.7% |
| All | +59.6% | -23.9% | +83.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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