+59.6%
KEYS vs TPG
+0.9%
+58.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -10.0% | -6.7% |
| 7D | -14.8% | +12.5% | -27.3% | -16.1% |
| 30D | -25.6% | +12.7% | -38.3% | -26.8% |
| 3M | -16.2% | +3.5% | -19.7% | -16.7% |
| 6M | -18.6% | +14.1% | -32.7% | -20.8% |
| YTD | +40.7% | -18.5% | +59.2% | +47.2% |
| 1Y | +59.6% | -1.8% | +61.4% | +50.3% |
| All | +59.6% | +0.9% | +58.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling