-76.0%
TE vs KEY
+46.2%
-122.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -12.6% | -1.3% | -11.3% | -12.1% |
| 30D | -36.7% | +5.1% | -41.9% | -38.0% |
| 3M | -57.5% | -7.1% | -50.4% | -56.2% |
| 6M | -55.2% | -4.4% | -50.8% | -54.3% |
| YTD | -64.7% | +4.0% | -68.7% | -65.1% |
| 1Y | -35.9% | +23.4% | -59.3% | -40.3% |
| 3Y | -31.8% | +113.9% | -145.7% | -42.1% |
| 5Y | -79.4% | +12.3% | -91.8% | -81.6% |
| All | -76.0% | +46.2% | -122.2% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling