+1,080.2%
KEYS vs TXT
+120.7%
+959.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -2.2% | -11.1% | +8.8% | +2.6% |
| 3M | +0.5% | -13.0% | +13.5% | +6.0% |
| 6M | +22.4% | -16.2% | +38.6% | +31.0% |
| YTD | +64.1% | -8.7% | +72.8% | +69.0% |
| 1Y | +97.0% | -3.8% | +100.7% | +98.3% |
| 3Y | +152.0% | +5.5% | +146.5% | +143.1% |
| 5Y | +83.7% | +12.3% | +71.4% | +71.1% |
| 10Y | +997.9% | +97.4% | +900.5% | +661.0% |
| All | +1,080.2% | +120.7% | +959.5% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling