+0.9%
TEL vs KEYS
+97.6%
-96.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +2.1% |
| 7D | +1.6% | +3.5% | -1.9% | +0.3% |
| 30D | -0.7% | -4.5% | +3.8% | +1.0% |
| 3M | +2.4% | -0.4% | +2.8% | +1.9% |
| 6M | +4.1% | +19.1% | -15.0% | -3.4% |
| YTD | -5.8% | +66.7% | -72.5% | -25.9% |
| 1Y | +0.9% | +96.5% | -95.6% | -26.5% |
| All | +0.9% | +97.6% | -96.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling