+1,080.2%
KEYS vs TRGP
+315.2%
+765.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | -2.2% | +14.6% | -16.8% | -4.6% |
| 3M | +0.5% | +11.9% | -11.4% | -1.6% |
| 6M | +22.4% | +25.3% | -2.9% | +17.3% |
| YTD | +64.1% | +61.9% | +2.2% | +50.5% |
| 1Y | +97.0% | +87.3% | +9.7% | +76.1% |
| 3Y | +152.0% | +268.0% | -116.0% | +101.7% |
| 5Y | +83.7% | +638.2% | -554.5% | +31.6% |
| 10Y | +997.9% | +821.9% | +175.9% | +592.5% |
| All | +1,080.2% | +315.2% | +765.1% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling