+155.6%
TE vs KEY
+19.7%
+135.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +11.8% |
| 7D | +18.2% | +2.7% | +15.5% | +14.6% |
| 30D | -13.5% | -3.2% | -10.3% | -10.5% |
| 3M | -44.6% | +1.0% | -45.5% | -45.7% |
| 6M | -24.7% | +11.9% | -36.6% | -33.9% |
| YTD | -24.3% | +8.7% | -33.0% | -29.8% |
| 1Y | +155.6% | +18.5% | +137.1% | +124.1% |
| All | +155.6% | +19.7% | +135.8% | +124.1% |
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