-1.6%
TEL vs KEY
+18.3%
-20.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -4.1% | -3.3% | -0.8% | -2.6% |
| 3M | -2.6% | -0.7% | -1.8% | -2.5% |
| 6M | 0.0% | +12.5% | -12.5% | -5.1% |
| YTD | -9.1% | +8.4% | -17.5% | -13.1% |
| All | -1.6% | +18.3% | -20.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling