+203.4%
TGT vs KEY
+171.1%
+32.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -1.8% | -3.3% | -4.6% |
| 30D | +3.0% | -3.3% | +6.4% | +3.9% |
| 3M | +22.6% | -0.2% | +22.8% | +22.5% |
| 6M | +31.2% | +12.1% | +19.1% | +27.0% |
| YTD | +63.7% | +8.4% | +55.3% | +59.6% |
| 1Y | +78.5% | +17.6% | +60.8% | +70.2% |
| 3Y | +40.5% | +123.3% | -82.8% | +12.4% |
| 5Y | -25.6% | +39.5% | -65.1% | -35.4% |
| All | +203.4% | +171.1% | +32.3% | +121.6% |
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 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