+155.2%
KEYS vs TRGP
+260.3%
-105.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -4.5% | +8.0% | -12.5% | -6.8% |
| 3M | -0.4% | +8.3% | -8.7% | -3.1% |
| 6M | +19.1% | +23.9% | -4.8% | +10.4% |
| YTD | +66.7% | +59.6% | +7.0% | +41.9% |
| 1Y | +96.5% | +79.4% | +17.0% | +59.9% |
| 3Y | +155.2% | +269.4% | -114.3% | +84.1% |
| All | +155.2% | +260.3% | -105.2% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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