+46.8%
TEL vs KEY
+16.6%
+30.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.7% |
| 7D | +0.6% | -0.4% | +0.9% | +0.8% |
| 30D | +0.2% | +7.2% | -7.0% | -2.1% |
| 3M | +1.5% | -4.9% | +6.4% | +3.2% |
| 6M | +6.9% | +1.1% | +5.9% | +6.3% |
| YTD | -2.8% | +6.8% | -9.6% | -5.2% |
| 1Y | -8.8% | +23.3% | -32.1% | -15.2% |
| 3Y | +84.3% | +126.1% | -41.8% | +39.1% |
| 5Y | +46.8% | +15.2% | +31.6% | +41.6% |
| All | +46.8% | +16.6% | +30.2% | +41.6% |
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