+191.2%
TER vs KEY
+127.6%
+63.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +14.4% | +2.9% | +11.4% | +12.5% |
| 30D | -30.6% | +8.4% | -39.0% | -33.9% |
| 3M | -39.2% | -5.8% | -33.4% | -37.0% |
| 6M | -31.3% | +5.4% | -36.7% | -33.7% |
| YTD | +29.1% | +7.1% | +22.0% | +24.5% |
| 1Y | +47.4% | +26.8% | +20.6% | +29.5% |
| 3Y | +191.2% | +128.7% | +62.5% | +95.6% |
| All | +191.2% | +127.6% | +63.6% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling