+137.0%
KEYS vs TMF
-29.8%
+166.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -24.5% | +16.3% | -40.8% | -25.1% |
| 3M | -15.3% | -2.7% | -12.6% | -15.0% |
| 6M | -19.8% | -13.2% | -6.6% | -19.0% |
| YTD | +42.2% | -16.7% | +58.9% | +43.9% |
| 1Y | +59.8% | -22.7% | +82.5% | +62.1% |
| 3Y | +137.0% | -26.1% | +163.1% | +135.3% |
| All | +137.0% | -29.8% | +166.8% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling