+130.4%
TLT vs KEY
+86.9%
+43.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -0.3% | -7.1% | +6.8% | -0.9% |
| 6M | -3.4% | -4.4% | +1.0% | -3.6% |
| YTD | -3.1% | +4.0% | -7.1% | -2.7% |
| 1Y | -5.2% | +23.4% | -28.6% | -3.4% |
| 3Y | +6.5% | +113.9% | -107.4% | +14.8% |
| 5Y | -34.7% | +12.3% | -47.0% | -32.4% |
| 10Y | -17.6% | +125.5% | -143.1% | -5.1% |
| All | +130.4% | +86.9% | +43.5% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling