-33.5%
TEM vs KEYS
+97.6%
-131.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.5% |
| 7D | -8.7% | +3.5% | -12.2% | -9.4% |
| 30D | +8.1% | -4.5% | +12.5% | +9.2% |
| 3M | +19.0% | -0.4% | +19.4% | +17.3% |
| 6M | +12.0% | +19.1% | -7.1% | +2.7% |
| YTD | -0.1% | +66.7% | -66.7% | -24.2% |
| 1Y | -33.5% | +96.5% | -130.0% | -52.8% |
| All | -33.5% | +97.6% | -131.2% | -52.8% |
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