+379.8%
TPR vs KEY
+106.3%
+273.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +12.1% | +0.5% | +11.5% | +11.6% |
| 30D | +16.7% | +6.9% | +9.8% | +12.2% |
| 3M | -17.4% | -5.0% | -12.4% | -15.3% |
| 6M | +2.3% | +0.7% | +1.5% | +1.3% |
| YTD | +7.1% | +6.5% | +0.7% | +3.1% |
| 1Y | +29.5% | +22.6% | +6.9% | +15.0% |
| 3Y | +415.0% | +125.3% | +289.7% | +211.0% |
| 5Y | +261.5% | +13.9% | +247.6% | +205.8% |
| All | +379.8% | +106.3% | +273.5% | +182.8% |
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