-47.3%
TE vs KEY
+40.7%
-88.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.1% |
| 7D | -4.0% | +2.2% | -6.2% | -5.4% |
| 30D | -15.9% | -3.0% | -12.9% | -14.0% |
| 3M | -60.5% | +3.3% | -63.9% | -61.5% |
| 6M | -35.2% | +9.2% | -44.4% | -39.3% |
| YTD | -31.1% | +10.6% | -41.8% | -35.8% |
| 1Y | +148.6% | +20.4% | +128.3% | +119.4% |
| 3Y | -26.4% | +121.8% | -148.2% | -49.7% |
| All | -47.3% | +40.7% | -88.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling