+33.0%
TSM vs KEY
+22.7%
+10.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.6% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -14.3% | +7.2% | -21.5% | -15.9% |
| 3M | -7.2% | -4.9% | -2.3% | -5.6% |
| 6M | -5.1% | +1.1% | -6.2% | -6.3% |
| YTD | +28.9% | +6.8% | +22.1% | +22.3% |
| All | +33.0% | +22.7% | +10.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling