+1,018.0%
KEYS vs TXT
+107.7%
+910.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.1% |
| 7D | +3.5% | +2.4% | +1.1% | +2.5% |
| 30D | -4.5% | -8.9% | +4.4% | -0.8% |
| 3M | -0.4% | -13.6% | +13.2% | +5.3% |
| 6M | +19.1% | -13.1% | +32.2% | +25.7% |
| YTD | +66.7% | -7.0% | +73.7% | +70.4% |
| 1Y | +96.5% | -1.4% | +97.9% | +95.9% |
| 3Y | +155.2% | +6.9% | +148.2% | +144.8% |
| 5Y | +88.0% | +15.4% | +72.6% | +73.2% |
| All | +1,018.0% | +107.7% | +910.3% | +682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling