-25.8%
TE vs KEY
+29.6%
-55.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -5.0% |
| 7D | +3.8% | +1.7% | +2.2% | +2.0% |
| 30D | -26.2% | +6.8% | -33.0% | -31.5% |
| 3M | -49.7% | -5.8% | -43.9% | -46.2% |
| 6M | -46.5% | +1.4% | -47.9% | -48.2% |
| YTD | -59.1% | +7.5% | -66.6% | -62.4% |
| 1Y | -25.8% | +29.6% | -55.4% | -49.1% |
| All | -25.8% | +29.6% | -55.4% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling