-35.1%
TLT vs KEY
+12.7%
-47.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | +1.8% | -4.5% | -2.7% |
| 30D | +2.2% | +7.1% | -5.0% | +2.2% |
| 3M | -1.7% | -5.9% | +4.2% | -1.8% |
| 6M | -4.0% | +2.2% | -6.2% | -3.9% |
| YTD | -4.9% | +6.4% | -11.4% | -4.9% |
| 1Y | -7.4% | +24.8% | -32.1% | -7.1% |
| 3Y | +3.0% | +125.2% | -122.2% | +4.3% |
| 5Y | -35.1% | +13.0% | -48.0% | -37.5% |
| All | -35.1% | +12.7% | -47.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling