+96.0%
KEYS vs TXG
+372.5%
-276.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | -2.6% | +32.0% | -34.6% | -5.9% |
| 3M | -4.6% | +87.0% | -91.6% | -11.7% |
| 6M | +8.7% | +180.1% | -171.3% | -4.2% |
| YTD | +61.0% | +284.1% | -223.1% | +37.8% |
| 1Y | +96.0% | +361.7% | -265.7% | +61.7% |
| All | +96.0% | +372.5% | -276.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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