+1,058.3%
KEYS vs TMF
-80.4%
+1,138.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.2% |
| 30D | -2.6% | -2.8% | +0.2% | -2.8% |
| 3M | -4.6% | -10.9% | +6.3% | -5.4% |
| 6M | +8.7% | -21.3% | +30.1% | +6.8% |
| YTD | +61.0% | -15.9% | +76.9% | +59.1% |
| 1Y | +96.0% | -15.7% | +111.7% | +93.9% |
| 3Y | +144.4% | -43.4% | +187.8% | +135.9% |
| 5Y | +80.5% | -87.8% | +168.3% | +43.0% |
| 10Y | +974.9% | -86.7% | +1,061.7% | +837.4% |
| All | +1,058.3% | -80.4% | +1,138.6% | +972.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling