-6.2%
TLT vs KEYS
+1,086.4%
-1,092.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.1% |
| 30D | 0.0% | -1.3% | +1.3% | -0.1% |
| 3M | -2.9% | -0.1% | -2.7% | -2.8% |
| 6M | -6.3% | +17.4% | -23.6% | -5.3% |
| YTD | -3.3% | +62.9% | -66.3% | -0.3% |
| 1Y | -4.2% | +95.7% | -100.0% | -0.1% |
| 3Y | -1.7% | +150.2% | -151.9% | +4.9% |
| 5Y | -34.9% | +83.1% | -118.0% | -32.0% |
| 10Y | -19.8% | +1,020.9% | -1,040.7% | +5.2% |
| All | -6.2% | +1,086.4% | -1,092.6% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling