+70.2%
TEL vs KEY
+132.7%
-62.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +3.0% | +2.2% | +0.8% | +2.0% |
| 30D | -3.9% | -3.0% | -0.9% | -2.8% |
| 3M | -5.1% | +3.3% | -8.4% | -6.5% |
| 6M | +0.6% | +9.2% | -8.6% | -2.9% |
| YTD | -7.3% | +10.6% | -17.9% | -11.1% |
| 1Y | +1.1% | +20.4% | -19.3% | -6.3% |
| All | +70.2% | +132.7% | -62.5% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling