+90.1%
KEYS vs TRI
-10.0%
+100.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.7% |
| 7D | +3.5% | -7.9% | +11.4% | +4.8% |
| 30D | -4.5% | -4.5% | 0.0% | -4.2% |
| 3M | -0.4% | +22.1% | -22.5% | -6.8% |
| 6M | +19.1% | -2.8% | +21.9% | +19.0% |
| YTD | +66.7% | -23.4% | +90.1% | +80.4% |
| 1Y | +96.5% | -41.5% | +138.0% | +144.6% |
| 3Y | +155.2% | -19.2% | +174.4% | +142.1% |
| All | +90.1% | -10.0% | +100.1% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling