+9,412.3%
TMO vs KEY
+1,006.4%
+8,405.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +3.3% | +1.8% | +1.6% | +3.0% |
| 30D | +5.5% | +7.1% | -1.6% | +4.0% |
| 3M | +16.1% | -5.9% | +22.0% | +17.4% |
| 6M | +52.6% | +2.2% | +50.4% | +51.5% |
| YTD | +21.0% | +6.4% | +14.6% | +19.2% |
| 1Y | +19.4% | +24.8% | -5.4% | +13.7% |
| 3Y | +57.5% | +125.2% | -67.7% | +31.3% |
| 5Y | +11.7% | +13.0% | -1.3% | +3.3% |
| 10Y | +375.7% | +98.5% | +277.3% | +260.8% |
| All | +9,412.3% | +1,006.4% | +8,405.9% | +4,188.7% |
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