+49.5%
TXN vs KEYS
+97.6%
-48.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +2.0% |
| 7D | +4.0% | +3.5% | +0.5% | +2.3% |
| 30D | -2.9% | -4.5% | +1.6% | -0.9% |
| 3M | -9.1% | -0.4% | -8.7% | -8.6% |
| 6M | +36.6% | +19.1% | +17.5% | +32.7% |
| YTD | +57.5% | +66.7% | -9.2% | +36.9% |
| 1Y | +49.5% | +96.5% | -46.9% | +20.2% |
| All | +49.5% | +97.6% | -48.1% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling