-12.3%
TLT vs KEY
+109.2%
-121.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.2% |
| 30D | +3.7% | +6.9% | -3.1% | +4.3% |
| 3M | -0.7% | -5.0% | +4.3% | -1.0% |
| 6M | -4.2% | +0.7% | -4.9% | -4.1% |
| YTD | -4.0% | +6.5% | -10.4% | -3.3% |
| 1Y | -5.8% | +22.6% | -28.4% | -4.1% |
| 3Y | +4.1% | +125.3% | -121.2% | +13.2% |
| 5Y | -34.8% | +13.9% | -48.7% | -33.4% |
| 10Y | -12.3% | +105.3% | -117.7% | +3.1% |
| All | -12.3% | +109.2% | -121.5% | +3.1% |
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