-53.4%
TE vs KEYS
+219.3%
-272.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -5.5% |
| 7D | +0.9% | +0.9% | -0.1% | +0.4% |
| 30D | -16.3% | -5.3% | -11.0% | -13.0% |
| 3M | -40.8% | +0.5% | -41.3% | -39.5% |
| 6M | -42.6% | +14.0% | -56.7% | -46.3% |
| YTD | -31.4% | +60.3% | -91.7% | -49.2% |
| 1Y | +144.9% | +91.3% | +53.6% | +60.2% |
| 3Y | -26.0% | +146.1% | -172.2% | -55.9% |
| 5Y | -48.5% | +80.8% | -129.3% | -66.4% |
| All | -53.4% | +219.3% | -272.6% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling