+83.1%
KEYS vs TXT
+13.4%
+69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.5% |
| 30D | -1.3% | -10.4% | +9.1% | +4.9% |
| 3M | -0.1% | -14.3% | +14.2% | +8.2% |
| 6M | +17.4% | -15.1% | +32.5% | +27.6% |
| YTD | +62.9% | -8.3% | +71.2% | +68.3% |
| 1Y | +95.7% | -0.7% | +96.5% | +92.7% |
| 3Y | +150.2% | +6.0% | +144.2% | +132.3% |
| 5Y | +83.1% | +12.5% | +70.6% | +57.4% |
| All | +83.1% | +13.4% | +69.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling