+32.4%
TPR vs KEY
+23.0%
+9.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -2.0% |
| 7D | +6.4% | -0.5% | +6.9% | +6.6% |
| 30D | +13.8% | +6.7% | +7.0% | +8.6% |
| 3M | -16.6% | -4.6% | -12.0% | -14.1% |
| 6M | +0.7% | +2.6% | -1.9% | -2.5% |
| YTD | +5.3% | +7.0% | -1.6% | -0.3% |
| 1Y | +32.4% | +23.5% | +8.9% | +16.3% |
| All | +32.4% | +23.0% | +9.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling