-19.9%
TEM vs KEY
+19.7%
-39.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | +3.2% | +2.7% | +0.5% | +2.4% |
| 30D | +23.5% | -3.2% | +26.7% | +24.4% |
| 3M | +32.3% | +1.0% | +31.4% | +30.9% |
| 6M | +23.0% | +11.9% | +11.2% | +17.0% |
| YTD | +8.9% | +8.7% | +0.2% | +5.3% |
| 1Y | -19.9% | +18.5% | -38.3% | -27.0% |
| All | -19.9% | +19.7% | -39.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling