-5.8%
TLT vs KEY
+22.3%
-28.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +3.7% | +6.9% | -3.1% | +3.3% |
| 3M | -0.7% | -5.0% | +4.3% | -0.6% |
| 6M | -4.2% | +0.7% | -4.9% | -4.4% |
| YTD | -4.0% | +6.5% | -10.4% | -4.7% |
| 1Y | -5.8% | +22.6% | -28.4% | -6.6% |
| All | -5.8% | +22.3% | -28.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling