+953.7%
KEYS vs TXT
+132.2%
+821.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | -16.8% | +13.3% | -30.1% | -21.3% |
| 3M | -15.9% | -5.0% | -10.9% | -14.6% |
| 6M | -17.6% | -8.4% | -9.2% | -15.4% |
| YTD | +46.5% | -4.0% | +50.5% | +47.0% |
| 1Y | +66.9% | +2.8% | +64.1% | +62.7% |
| 3Y | +141.4% | +10.3% | +131.1% | +127.6% |
| 5Y | +59.5% | +9.2% | +50.4% | +48.9% |
| 10Y | +761.1% | +89.6% | +671.5% | +505.1% |
| All | +953.7% | +132.2% | +821.5% | +576.5% |
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