+295.2%
TEL vs KEY
+171.1%
+124.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.6% |
| 30D | -6.1% | -3.3% | -2.8% | -4.8% |
| 3M | +1.7% | -0.2% | +1.9% | +1.6% |
| 6M | +1.6% | +12.1% | -10.5% | -3.0% |
| YTD | -9.1% | +8.4% | -17.5% | -12.2% |
| 1Y | -1.7% | +17.6% | -19.3% | -8.4% |
| 3Y | +67.3% | +123.3% | -56.0% | +16.8% |
| 5Y | +52.1% | +39.5% | +12.6% | +22.2% |
| All | +295.2% | +171.1% | +124.1% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling