-16.6%
TLT vs KEY
+120.9%
-137.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | 0.0% |
| 30D | +6.2% | +5.1% | +1.0% | +6.6% |
| 3M | +0.1% | -7.1% | +7.2% | -0.5% |
| 6M | -3.0% | -4.4% | +1.4% | -3.3% |
| YTD | -2.7% | +4.0% | -6.7% | -2.3% |
| 1Y | -4.8% | +23.4% | -28.3% | -3.0% |
| 3Y | +6.9% | +113.9% | -107.0% | +15.8% |
| 5Y | -34.5% | +12.3% | -46.8% | -33.0% |
| All | -16.6% | +120.9% | -137.5% | +5.3% |
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