+109.8%
TEM vs KEY
+76.8%
+32.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +8.6% |
| 7D | +7.6% | -0.4% | +8.0% | +8.2% |
| 30D | +19.0% | +7.2% | +11.8% | +12.0% |
| 3M | +62.2% | -4.9% | +67.1% | +68.6% |
| 6M | +69.4% | +1.1% | +68.3% | +65.2% |
| YTD | +43.0% | +6.8% | +36.2% | +30.9% |
| 1Y | +18.0% | +23.3% | -5.3% | -7.1% |
| All | +109.8% | +76.8% | +32.9% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling