-80.5%
TE vs KEY
+50.5%
-131.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.3% |
| 7D | -19.1% | +2.9% | -22.0% | -20.0% |
| 30D | -34.1% | +8.4% | -42.6% | -36.2% |
| 3M | -60.1% | -5.8% | -54.4% | -59.2% |
| 6M | -66.0% | +5.4% | -71.4% | -66.6% |
| YTD | -71.4% | +7.1% | -78.5% | -72.1% |
| 1Y | -45.3% | +26.8% | -72.1% | -49.7% |
| 3Y | +9.1% | +128.7% | -119.5% | -9.3% |
| 5Y | -82.6% | +13.6% | -96.2% | -84.6% |
| All | -80.5% | +50.5% | -131.1% | -83.1% |
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 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