-20.7%
TLT vs KEY
+167.0%
-187.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | -0.2% |
| 7D | +0.4% | +2.7% | -2.3% | +0.6% |
| 30D | -0.3% | -3.2% | +2.9% | -0.5% |
| 3M | -1.7% | +1.0% | -2.7% | -1.6% |
| 6M | -4.9% | +11.9% | -16.8% | -3.9% |
| YTD | -2.8% | +8.7% | -11.5% | -2.0% |
| 1Y | -4.2% | +18.5% | -22.7% | -2.6% |
| 3Y | -1.1% | +124.0% | -125.0% | +7.6% |
| 5Y | -33.7% | +40.8% | -74.5% | -30.2% |
| 10Y | -20.7% | +167.0% | -187.7% | -4.8% |
| All | -20.7% | +167.0% | -187.7% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling