+88.9%
TEM vs KEY
+72.2%
+16.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.5% |
| 7D | +5.3% | -1.3% | +6.6% | +6.7% |
| 30D | +8.1% | +5.1% | +3.0% | +3.3% |
| 3M | +64.9% | -7.1% | +72.0% | +74.8% |
| 6M | +42.1% | -4.4% | +46.5% | +46.1% |
| YTD | +28.8% | +4.0% | +24.8% | +20.6% |
| 1Y | +5.5% | +23.4% | -17.9% | -17.6% |
| All | +88.9% | +72.2% | +16.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling