+371.6%
TPR vs KEYS
+1,095.1%
-723.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.6% |
| 7D | -3.4% | +4.4% | -7.8% | -5.4% |
| 30D | -27.3% | -2.2% | -25.1% | -27.0% |
| 3M | -16.2% | +0.5% | -16.8% | -18.2% |
| 6M | -17.9% | +22.4% | -40.3% | -27.5% |
| YTD | -7.1% | +64.1% | -71.2% | -30.5% |
| 1Y | +13.6% | +97.0% | -83.3% | -23.1% |
| 3Y | +293.7% | +152.0% | +141.7% | +130.1% |
| 5Y | +239.1% | +83.7% | +155.3% | +127.5% |
| 10Y | +311.2% | +997.9% | -686.7% | +29.5% |
| All | +371.6% | +1,095.1% | -723.5% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling