+90.1%
KEYS vs TRGP
+628.1%
-538.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -4.5% | +8.0% | -12.5% | -6.9% |
| 3M | -0.4% | +8.3% | -8.7% | -3.3% |
| 6M | +19.1% | +23.9% | -4.8% | +10.2% |
| YTD | +66.7% | +59.6% | +7.0% | +41.9% |
| 1Y | +96.5% | +79.4% | +17.0% | +60.3% |
| 3Y | +155.2% | +269.4% | -114.3% | +65.4% |
| All | +90.1% | +628.1% | -538.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling