+54.1%
T vs KEY
+121.9%
-67.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -1.7% | +7.2% | -8.9% | -3.2% |
| 3M | -7.3% | -4.9% | -2.4% | -6.4% |
| 6M | -11.2% | +1.1% | -12.3% | -11.6% |
| YTD | -8.1% | +6.8% | -14.9% | -9.9% |
| 1Y | -8.0% | +23.3% | -31.3% | -12.8% |
| 3Y | +62.1% | +126.1% | -63.9% | +29.0% |
| 5Y | +55.7% | +15.2% | +40.5% | +41.4% |
| 10Y | +54.1% | +113.6% | -59.5% | +19.8% |
| All | +54.1% | +121.9% | -67.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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