+240.4%
TPR vs KEY
+40.7%
+199.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | +2.2% | -4.5% | -3.3% |
| 30D | -23.0% | -3.0% | -19.9% | -22.0% |
| 3M | -12.5% | +3.3% | -15.8% | -13.9% |
| 6M | -21.4% | +9.2% | -30.6% | -24.5% |
| YTD | -3.5% | +10.6% | -14.2% | -7.8% |
| 1Y | +17.4% | +20.4% | -3.0% | +7.8% |
| 3Y | +291.3% | +121.8% | +169.4% | +169.2% |
| All | +240.4% | +40.7% | +199.7% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling