+431.1%
TPR vs KEYS
+967.0%
-535.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -0.3% | +9.4% | -9.7% | -4.3% |
| 30D | +15.1% | -16.8% | +31.9% | +23.0% |
| 3M | +3.5% | -15.9% | +19.4% | +9.1% |
| 6M | +0.4% | -17.6% | +18.0% | +5.0% |
| YTD | +4.6% | +46.5% | -41.9% | -19.4% |
| 1Y | +33.1% | +66.9% | -33.8% | -4.4% |
| 3Y | +396.0% | +141.4% | +254.6% | +188.3% |
| 5Y | +230.3% | +59.5% | +170.8% | +131.5% |
| 10Y | +368.4% | +761.1% | -392.7% | +59.0% |
| All | +431.1% | +967.0% | -535.9% | +69.4% |
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