+981.9%
KEYS vs TMF
-81.3%
+1,063.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +6.9% | -3.4% | +10.3% | +6.6% |
| 30D | -19.1% | +11.5% | -30.6% | -18.3% |
| 3M | -11.1% | -4.5% | -6.6% | -11.2% |
| 6M | -16.6% | -15.0% | -1.6% | -17.4% |
| YTD | +50.4% | -19.9% | +70.3% | +48.4% |
| 1Y | +67.5% | -26.6% | +94.1% | +64.0% |
| 3Y | +146.0% | -29.8% | +175.8% | +143.3% |
| 5Y | +64.5% | -88.2% | +152.7% | +30.1% |
| 10Y | +784.1% | -81.4% | +865.5% | +708.9% |
| All | +981.9% | -81.3% | +1,063.2% | +900.0% |
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