-35.4%
TLT vs KEYS
+87.1%
-122.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | 0.0% |
| 7D | -1.6% | +3.5% | -5.1% | -1.7% |
| 30D | -1.1% | -4.5% | +3.3% | -1.0% |
| 3M | -4.9% | -0.4% | -4.4% | -4.9% |
| 6M | -5.0% | +19.1% | -24.2% | -5.6% |
| YTD | -4.4% | +66.7% | -71.0% | -5.8% |
| 1Y | -6.4% | +96.5% | -102.8% | -8.2% |
| 3Y | -2.0% | +155.2% | -157.1% | -5.1% |
| All | -35.4% | +87.1% | -122.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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