+316.3%
TPR vs KEYS
+1,049.9%
-733.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +0.3% |
| 7D | -3.0% | +3.5% | -6.5% | -4.7% |
| 30D | -22.6% | -4.5% | -18.2% | -21.3% |
| 3M | -18.2% | -0.4% | -17.8% | -19.8% |
| 6M | -18.0% | +19.1% | -37.1% | -27.0% |
| YTD | -6.4% | +66.7% | -73.1% | -31.6% |
| 1Y | +12.3% | +96.5% | -84.2% | -25.5% |
| 3Y | +298.7% | +155.2% | +143.5% | +124.0% |
| 5Y | +232.5% | +88.0% | +144.5% | +115.1% |
| All | +316.3% | +1,049.9% | -733.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling