+443.1%
TTMI vs KEY
+137.1%
+306.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.6% | +8.7% |
| 7D | +5.9% | +2.2% | +3.7% | +4.9% |
| 30D | -4.3% | -3.0% | -1.3% | -3.0% |
| 3M | -32.0% | +3.3% | -35.4% | -32.9% |
| 6M | +19.5% | +9.2% | +10.3% | +15.7% |
| YTD | +82.0% | +10.6% | +71.4% | +75.1% |
| 1Y | +172.6% | +20.4% | +152.2% | +153.3% |
| 3Y | +744.7% | +121.8% | +622.8% | +512.2% |
| 5Y | +805.6% | +41.1% | +764.4% | +636.1% |
| 10Y | +1,057.6% | +168.5% | +889.1% | +566.1% |
| All | +443.1% | +137.1% | +306.0% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling