+86.8%
TGT vs KEY
+22.3%
+64.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | +6.0% | +6.9% | -0.8% | +4.3% |
| 3M | +8.0% | -5.0% | +13.0% | +9.2% |
| 6M | +32.3% | +0.7% | +31.6% | +31.4% |
| YTD | +71.3% | +6.5% | +64.8% | +66.5% |
| 1Y | +86.8% | +22.6% | +64.2% | +67.4% |
| All | +86.8% | +22.3% | +64.6% | +67.4% |
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