+171.7%
TTMI vs KEY
+18.6%
+153.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +4.2% |
| 7D | +12.2% | +2.7% | +9.4% | +10.0% |
| 30D | -5.7% | -3.2% | -2.5% | -3.4% |
| 3M | -27.5% | +1.0% | -28.4% | -28.1% |
| 6M | +47.1% | +11.9% | +35.3% | +36.0% |
| YTD | +87.5% | +8.7% | +78.8% | +76.3% |
| All | +171.7% | +18.6% | +153.2% | +145.9% |
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