+96.5%
KEYS vs TXG
+453.6%
-357.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.6% |
| 7D | +3.5% | +9.5% | -6.0% | +2.5% |
| 30D | -4.5% | +18.8% | -23.2% | -6.2% |
| 3M | -0.4% | +136.1% | -136.5% | -10.1% |
| 6M | +19.1% | +235.2% | -216.1% | +2.7% |
| YTD | +66.7% | +320.5% | -253.9% | +40.9% |
| 1Y | +96.5% | +425.2% | -328.7% | +59.2% |
| All | +96.5% | +453.6% | -357.1% | +59.2% |
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