+1,071.7%
KEYS vs TRI
+261.4%
+810.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | +2.9% | -8.4% | +11.3% | +5.6% |
| 30D | -1.3% | -6.5% | +5.2% | +0.1% |
| 3M | -0.1% | +18.6% | -18.7% | -9.5% |
| 6M | +17.4% | -10.4% | +27.8% | +18.0% |
| YTD | +62.9% | -23.7% | +86.6% | +73.8% |
| 1Y | +95.7% | -42.5% | +138.2% | +142.6% |
| 3Y | +150.2% | -19.3% | +169.5% | +146.4% |
| 5Y | +83.1% | -9.7% | +92.7% | +66.4% |
| 10Y | +1,020.9% | +194.4% | +826.5% | +416.8% |
| All | +1,071.7% | +261.4% | +810.3% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling