+4.8%
TLT vs KEY
+127.4%
-122.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +4.1% | +6.7% | -2.6% | +3.9% |
| 3M | -0.4% | -4.6% | +4.3% | -0.3% |
| 6M | -3.2% | +2.6% | -5.7% | -3.2% |
| YTD | -3.5% | +7.0% | -10.5% | -3.7% |
| 1Y | -5.8% | +23.5% | -29.3% | -6.3% |
| All | +4.8% | +127.4% | -122.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling