+975.1%
KEYS vs TMF
-86.4%
+1,061.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.8% |
| 7D | +0.9% | -4.8% | +5.7% | +0.6% |
| 30D | -5.3% | -4.9% | -0.4% | -5.5% |
| 3M | +0.5% | -13.4% | +13.9% | -0.4% |
| 6M | +14.0% | -23.0% | +37.1% | +12.2% |
| YTD | +60.3% | -20.2% | +80.5% | +58.1% |
| 1Y | +91.3% | -26.5% | +117.8% | +87.7% |
| 3Y | +146.1% | -45.2% | +191.3% | +138.0% |
| 5Y | +80.8% | -88.4% | +169.2% | +41.8% |
| All | +975.1% | -86.4% | +1,061.6% | +858.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling