+421.8%
TPR vs KEY
+107.3%
+314.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.5% |
| 7D | +13.9% | -2.5% | +16.3% | +15.2% |
| 30D | +14.9% | +4.1% | +10.8% | +12.4% |
| 3M | -15.4% | -8.4% | -7.0% | -11.8% |
| 6M | -4.5% | -2.3% | -2.2% | -3.6% |
| YTD | +6.0% | +4.6% | +1.4% | +3.4% |
| 1Y | +24.3% | +24.6% | -0.2% | +11.3% |
| All | +421.8% | +107.3% | +314.5% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling