+96.5%
KEYS vs TRI
-40.4%
+136.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.2% |
| 7D | +3.5% | -7.9% | +11.4% | +2.5% |
| 30D | -4.5% | -4.5% | 0.0% | -4.8% |
| 3M | -0.4% | +22.1% | -22.5% | +1.7% |
| 6M | +19.1% | -2.8% | +21.9% | +25.5% |
| YTD | +66.7% | -23.4% | +90.1% | +64.5% |
| 1Y | +96.5% | -41.5% | +138.0% | +92.8% |
| All | +96.5% | -40.4% | +136.8% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling