+270.5%
TGT vs KEYS
+1,113.8%
-843.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | -5.2% | +3.5% | -8.7% | -6.2% |
| 30D | +1.2% | -4.5% | +5.7% | +2.2% |
| 3M | +18.4% | -0.4% | +18.8% | +16.9% |
| 6M | +33.4% | +19.1% | +14.3% | +23.7% |
| YTD | +63.8% | +66.7% | -2.9% | +33.8% |
| 1Y | +77.2% | +96.5% | -19.3% | +36.1% |
| 3Y | +41.8% | +155.2% | -113.4% | -2.3% |
| 5Y | -25.5% | +88.0% | -113.5% | -44.3% |
| 10Y | +204.9% | +1,046.8% | -841.9% | +49.8% |
| All | +270.5% | +1,113.8% | -843.3% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling