-12.2%
TLT vs KEY
+95.2%
-107.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | +1.8% | -4.5% | -2.6% |
| 30D | +2.2% | +7.1% | -5.0% | +2.7% |
| 3M | -1.7% | -5.9% | +4.2% | -2.2% |
| 6M | -4.0% | +2.2% | -6.2% | -3.7% |
| YTD | -4.9% | +6.4% | -11.4% | -4.3% |
| 1Y | -7.4% | +24.8% | -32.1% | -5.5% |
| 3Y | +3.0% | +125.2% | -122.2% | +12.0% |
| 5Y | -35.1% | +13.0% | -48.0% | -33.7% |
| All | -12.2% | +95.2% | -107.5% | +1.8% |
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