-22.7%
TGT vs KEY
+39.4%
-62.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -0.6% | +2.7% | -3.4% | -1.5% |
| 30D | +9.5% | -3.2% | +12.7% | +10.6% |
| 3M | +32.3% | +1.0% | +31.3% | +31.6% |
| 6M | +37.0% | +11.9% | +25.2% | +31.8% |
| YTD | +71.0% | +8.7% | +62.3% | +65.7% |
| 1Y | +85.0% | +18.5% | +66.6% | +74.2% |
| 3Y | +46.8% | +124.0% | -77.1% | +12.1% |
| 5Y | -22.7% | +40.8% | -63.6% | -34.6% |
| All | -22.7% | +39.4% | -62.2% | -34.6% |
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