+683.8%
TEL vs KEY
+17.2%
+666.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +3.0% | +2.2% | +0.8% | +2.2% |
| 30D | -3.9% | -3.0% | -0.9% | -3.0% |
| 3M | -5.1% | +3.3% | -8.4% | -6.2% |
| 6M | +0.6% | +9.2% | -8.6% | -2.2% |
| YTD | -7.3% | +10.6% | -17.9% | -10.4% |
| 1Y | +1.1% | +20.4% | -19.3% | -5.0% |
| 3Y | +63.7% | +121.8% | -58.2% | +24.4% |
| 5Y | +50.7% | +41.1% | +9.5% | +26.4% |
| 10Y | +290.2% | +168.5% | +121.6% | +156.1% |
| All | +683.8% | +17.2% | +666.6% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling