+97.2%
TJX vs KEYS
+87.1%
+10.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.1% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | -17.2% | -4.5% | -12.7% | -16.5% |
| 3M | -24.9% | -0.4% | -24.5% | -25.4% |
| 6M | -19.7% | +19.1% | -38.8% | -23.8% |
| YTD | -17.2% | +66.7% | -83.9% | -28.8% |
| 1Y | -9.4% | +96.5% | -105.9% | -26.0% |
| 3Y | +43.1% | +155.2% | -112.1% | +3.3% |
| All | +97.2% | +87.1% | +10.1% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling