+84.6%
TGT vs KEYS
+98.0%
-13.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.2% |
| 7D | +0.8% | +2.3% | -1.5% | +0.7% |
| 30D | +12.2% | -2.6% | +14.8% | +12.2% |
| 3M | +33.8% | -4.6% | +38.4% | +33.7% |
| 6M | +39.3% | +8.7% | +30.6% | +36.8% |
| YTD | +72.9% | +61.0% | +11.8% | +56.6% |
| 1Y | +84.6% | +96.0% | -11.4% | +56.6% |
| All | +84.6% | +98.0% | -13.4% | +56.6% |
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