+155.2%
KEYS vs TNA
+101.9%
+53.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.5% | -7.3% | +10.8% | +6.3% |
| 30D | -4.5% | -14.2% | +9.7% | +0.8% |
| 3M | -0.4% | -4.6% | +4.2% | +1.3% |
| 6M | +19.1% | +36.9% | -17.8% | +5.5% |
| YTD | +66.7% | +42.5% | +24.1% | +45.2% |
| 1Y | +96.5% | +45.8% | +50.7% | +68.4% |
| 3Y | +155.2% | +104.7% | +50.5% | +78.9% |
| All | +155.2% | +101.9% | +53.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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