+393.1%
TEL vs KEYS
+1,113.8%
-720.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +1.6% |
| 7D | +1.6% | +3.5% | -1.9% | -0.1% |
| 30D | -0.7% | -4.5% | +3.8% | +1.4% |
| 3M | +2.4% | -0.4% | +2.8% | +1.5% |
| 6M | +4.1% | +19.1% | -15.0% | -5.8% |
| YTD | -5.8% | +66.7% | -72.5% | -29.3% |
| 1Y | +0.9% | +96.5% | -95.6% | -30.6% |
| 3Y | +72.6% | +155.2% | -82.6% | +1.6% |
| 5Y | +57.5% | +88.0% | -30.4% | +6.1% |
| 10Y | +313.6% | +1,046.8% | -733.1% | +24.6% |
| All | +393.1% | +1,113.8% | -720.7% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling