+51.6%
TEL vs KEY
+40.7%
+10.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +3.0% | +2.2% | +0.8% | +2.1% |
| 30D | -3.9% | -3.0% | -0.9% | -2.9% |
| 3M | -5.1% | +3.3% | -8.4% | -6.3% |
| 6M | +0.6% | +9.2% | -8.6% | -2.4% |
| YTD | -7.3% | +10.6% | -17.9% | -10.7% |
| 1Y | +1.1% | +20.4% | -19.3% | -5.5% |
| 3Y | +63.7% | +121.8% | -58.2% | +23.1% |
| All | +51.6% | +40.7% | +10.9% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling