+95.7%
KEYS vs TMF
-23.1%
+118.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -0.1% | -11.3% | +11.1% | +1.3% |
| 6M | +17.4% | -22.7% | +40.1% | +19.2% |
| YTD | +62.9% | -17.3% | +80.3% | +67.1% |
| 1Y | +95.7% | -22.5% | +118.2% | +99.4% |
| All | +95.7% | -23.1% | +118.8% | +99.4% |
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