-45.3%
TE vs KEY
+25.9%
-71.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.6% |
| 7D | -19.1% | +2.9% | -22.0% | -21.3% |
| 30D | -34.1% | +8.4% | -42.6% | -39.2% |
| 3M | -60.1% | -5.8% | -54.4% | -57.3% |
| 6M | -66.0% | +5.4% | -71.4% | -67.8% |
| YTD | -71.4% | +7.1% | -78.5% | -72.2% |
| 1Y | -45.3% | +26.8% | -72.1% | -52.4% |
| All | -45.3% | +25.9% | -71.2% | -52.4% |
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