+155.2%
KEYS vs TPG
+81.8%
+73.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.4% |
| 7D | +3.5% | -9.4% | +12.9% | +7.3% |
| 30D | -4.5% | -5.3% | +0.8% | -3.0% |
| 3M | -0.4% | +12.9% | -13.3% | -5.9% |
| 6M | +19.1% | +20.1% | -1.0% | +8.7% |
| YTD | +66.7% | -22.5% | +89.2% | +82.1% |
| 1Y | +96.5% | -19.7% | +116.1% | +110.2% |
| 3Y | +155.2% | +81.2% | +74.0% | +81.9% |
| All | +155.2% | +81.8% | +73.3% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling