+96.0%
KEYS vs TPG
-6.0%
+102.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +2.3% | -2.4% | +4.7% | +2.8% |
| 30D | -2.6% | +11.1% | -13.7% | -5.2% |
| 3M | -4.6% | +26.3% | -30.9% | -9.9% |
| 6M | +8.7% | +18.3% | -9.6% | +4.5% |
| YTD | +61.0% | -14.4% | +75.5% | +68.7% |
| 1Y | +96.0% | -6.7% | +102.7% | +97.3% |
| All | +96.0% | -6.0% | +102.0% | +97.3% |
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