-50.0%
TE vs KEY
+52.4%
-102.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | -7.5% | -3.3% | -4.3% | -6.3% |
| 3M | -42.0% | -0.7% | -41.2% | -41.8% |
| 6M | -31.4% | +12.5% | -43.9% | -34.5% |
| YTD | -26.5% | +8.4% | -34.9% | -28.6% |
| 1Y | +153.1% | +18.4% | +134.6% | +138.9% |
| 3Y | -20.7% | +123.3% | -144.0% | -33.7% |
| 5Y | -45.4% | +38.8% | -84.3% | -52.4% |
| All | -50.0% | +52.4% | -102.4% | -56.8% |
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