+233.8%
TPR vs KEYS
+87.1%
+146.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +0.4% |
| 7D | -3.0% | +3.5% | -6.5% | -4.6% |
| 30D | -22.6% | -4.5% | -18.2% | -21.4% |
| 3M | -18.2% | -0.4% | -17.8% | -19.8% |
| 6M | -18.0% | +19.1% | -37.1% | -26.9% |
| YTD | -6.4% | +66.7% | -73.1% | -31.8% |
| 1Y | +12.3% | +96.5% | -84.2% | -26.2% |
| 3Y | +298.7% | +155.2% | +143.5% | +117.4% |
| All | +233.8% | +87.1% | +146.7% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling