+258.4%
TPR vs KEY
+12.4%
+246.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.3% |
| 7D | +13.9% | -2.5% | +16.3% | +15.1% |
| 30D | +14.9% | +4.1% | +10.8% | +12.8% |
| 3M | -15.4% | -8.4% | -7.0% | -12.3% |
| 6M | -4.5% | -2.3% | -2.2% | -3.7% |
| YTD | +6.0% | +4.6% | +1.4% | +3.8% |
| 1Y | +24.3% | +24.6% | -0.2% | +12.7% |
| 3Y | +412.8% | +112.8% | +300.1% | +262.6% |
| 5Y | +258.4% | +12.9% | +245.5% | +262.8% |
| All | +258.4% | +12.4% | +246.1% | +262.8% |
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 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