-78.3%
TE vs KEY
+50.4%
-128.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -22.0% | -0.5% | -21.5% | -21.7% |
| 30D | -33.6% | +6.7% | -40.4% | -35.3% |
| 3M | -61.1% | -4.6% | -56.5% | -60.4% |
| 6M | -64.7% | +2.6% | -67.3% | -65.0% |
| YTD | -68.1% | +7.0% | -75.1% | -68.9% |
| 1Y | -51.7% | +23.5% | -75.2% | -55.1% |
| 3Y | +42.0% | +126.4% | -84.4% | +18.2% |
| 5Y | -80.8% | +13.0% | -93.8% | -83.0% |
| All | -78.3% | +50.4% | -128.7% | -81.2% |
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