+256.1%
TPR vs KEY
+11.7%
+244.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +14.2% | -1.3% | +15.5% | +14.8% |
| 30D | +17.1% | +5.1% | +11.9% | +14.3% |
| 3M | -17.7% | -7.1% | -10.6% | -15.2% |
| 6M | -10.2% | -4.4% | -5.8% | -8.6% |
| YTD | +4.9% | +4.0% | +0.9% | +3.0% |
| 1Y | +36.1% | +23.4% | +12.7% | +24.0% |
| 3Y | +416.5% | +113.9% | +302.6% | +264.4% |
| All | +256.1% | +11.7% | +244.5% | +261.9% |
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