+356.2%
TPR vs KEY
+96.4%
+259.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -0.3% | +2.9% | -3.2% | -1.9% |
| 30D | +15.1% | +8.4% | +6.7% | +9.8% |
| 3M | +3.5% | -5.8% | +9.3% | +6.7% |
| 6M | +0.4% | +5.4% | -5.0% | -3.1% |
| YTD | +4.6% | +7.1% | -2.5% | +0.3% |
| 1Y | +33.1% | +26.8% | +6.3% | +16.0% |
| 3Y | +396.0% | +128.7% | +267.3% | +197.1% |
| 5Y | +230.3% | +13.6% | +216.6% | +179.8% |
| All | +356.2% | +96.4% | +259.8% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling