+429.1%
TTMI vs KEY
+127.6%
+301.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | +11.4% | +2.9% | +8.5% | +9.7% |
| 30D | -28.3% | +8.4% | -36.7% | -31.7% |
| 3M | -46.7% | -5.8% | -40.9% | -44.9% |
| 6M | -56.1% | +5.4% | -61.6% | -57.7% |
| YTD | +7.4% | +7.1% | +0.3% | +2.5% |
| 1Y | +17.4% | +26.8% | -9.4% | +1.8% |
| 3Y | +429.1% | +128.7% | +300.5% | +259.7% |
| All | +429.1% | +127.6% | +301.5% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling