+234.2%
KEYS vs TXG
+24.6%
+209.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | +2.9% | +9.1% | -6.2% | +1.3% |
| 30D | -1.3% | +14.9% | -16.2% | -4.1% |
| 3M | -0.1% | +120.0% | -120.1% | -15.0% |
| 6M | +17.4% | +221.8% | -204.4% | -8.2% |
| YTD | +62.9% | +312.6% | -249.7% | +20.8% |
| 1Y | +95.7% | +398.4% | -302.7% | +37.6% |
| 3Y | +150.2% | +42.1% | +108.1% | +109.1% |
| 5Y | +83.1% | -63.5% | +146.5% | +79.7% |
| All | +234.2% | +24.6% | +209.6% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling