+81.5%
KEYS vs TPG
+74.1%
+7.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 6M | +19.1% | +20.1% | -1.0% | +9.0% |
| YTD | +66.7% | -22.5% | +89.2% | +80.3% |
| 1Y | +96.5% | -19.7% | +116.1% | +108.6% |
| 3Y | +155.2% | +81.2% | +74.0% | +91.1% |
| All | +81.5% | +74.1% | +7.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling