-53.1%
TE vs KEYS
+232.0%
-285.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -2.3% |
| 7D | +0.2% | +3.5% | -3.3% | -2.2% |
| 30D | -5.9% | -4.5% | -1.4% | -2.6% |
| 3M | -45.6% | -0.4% | -45.2% | -44.3% |
| 6M | -43.4% | +19.1% | -62.5% | -48.7% |
| YTD | -31.0% | +66.7% | -97.6% | -50.3% |
| 1Y | +145.2% | +96.5% | +48.8% | +57.1% |
| 3Y | -24.1% | +155.2% | -179.2% | -56.0% |
| 5Y | -48.1% | +88.0% | -136.1% | -67.2% |
| All | -53.1% | +232.0% | -285.1% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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