+83.7%
KEYS vs TMF
-87.6%
+171.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.4% | +1.0% | +3.4% | +4.4% |
| 30D | -2.2% | -1.8% | -0.4% | -2.2% |
| 3M | +0.5% | -8.2% | +8.8% | +0.9% |
| 6M | +22.4% | -19.5% | +41.9% | +23.4% |
| YTD | +64.1% | -16.0% | +80.1% | +65.2% |
| 1Y | +97.0% | -22.5% | +119.4% | +98.6% |
| 3Y | +152.0% | -42.3% | +194.3% | +154.1% |
| 5Y | +83.7% | -87.7% | +171.4% | +80.6% |
| All | +83.7% | -87.6% | +171.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling