-33.3%
TLT vs KEY
+40.7%
-74.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.4% |
| 30D | -0.6% | -3.0% | +2.4% | -0.6% |
| 3M | -2.7% | +3.3% | -6.1% | -2.7% |
| 6M | -5.6% | +9.2% | -14.8% | -5.5% |
| YTD | -2.8% | +10.6% | -13.4% | -2.6% |
| 1Y | -1.4% | +20.4% | -21.8% | -1.1% |
| 3Y | -1.6% | +121.8% | -123.4% | -0.3% |
| All | -33.3% | +40.7% | -74.0% | -34.2% |
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