+724.3%
TEL vs KEY
+13.3%
+710.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +1.0% | +6.7% | -5.7% | -1.0% |
| 3M | +0.7% | -4.6% | +5.3% | +2.2% |
| 6M | +7.3% | +2.6% | +4.7% | +6.3% |
| YTD | -2.5% | +7.0% | -9.5% | -4.7% |
| 1Y | -10.3% | +23.5% | -33.7% | -16.2% |
| 3Y | +81.1% | +126.4% | -45.3% | +37.4% |
| 5Y | +45.3% | +13.0% | +32.2% | +30.7% |
| 10Y | +290.3% | +99.5% | +190.8% | +178.8% |
| All | +724.3% | +13.3% | +710.9% | +405.5% |
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