+7,716.4%
TPR vs KEY
+119.6%
+7,596.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | +2.2% | -4.5% | -3.1% |
| 30D | -23.0% | -3.0% | -19.9% | -22.1% |
| 3M | -12.5% | +3.3% | -15.8% | -13.7% |
| 6M | -21.4% | +9.2% | -30.6% | -24.0% |
| YTD | -3.5% | +10.6% | -14.2% | -7.2% |
| 1Y | +17.4% | +20.4% | -3.0% | +9.1% |
| 3Y | +291.3% | +121.8% | +169.4% | +181.8% |
| 5Y | +241.9% | +41.1% | +200.8% | +181.1% |
| 10Y | +322.7% | +168.5% | +154.1% | +174.8% |
| All | +7,716.4% | +119.6% | +7,596.8% | +3,767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling