+1,071.7%
KEYS vs TNA
+137.3%
+934.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | +2.9% | -3.6% | +6.5% | +4.0% |
| 30D | -1.3% | -10.1% | +8.7% | +1.7% |
| 3M | -0.1% | +2.7% | -2.8% | -0.9% |
| 6M | +17.4% | +38.4% | -21.0% | +5.9% |
| YTD | +62.9% | +45.4% | +17.5% | +44.6% |
| 1Y | +95.7% | +55.9% | +39.8% | +69.1% |
| 3Y | +150.2% | +109.8% | +40.4% | +84.4% |
| 5Y | +83.1% | -22.5% | +105.6% | +59.9% |
| 10Y | +1,020.9% | +87.5% | +933.4% | +484.2% |
| All | +1,071.7% | +137.3% | +934.4% | +454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling