+105.3%
KEY vs PEG
+159.1%
-53.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | +0.5% | +2.6% | -2.1% | -1.1% |
| 30D | +6.9% | +3.3% | +3.5% | +4.5% |
| 3M | -5.0% | +1.1% | -6.1% | -6.0% |
| 6M | +0.7% | -1.4% | +2.2% | +1.2% |
| YTD | +6.5% | -4.6% | +11.0% | +8.2% |
| 1Y | +22.6% | -7.2% | +29.8% | +26.9% |
| 3Y | +125.3% | +33.7% | +91.6% | +74.4% |
| 5Y | +13.9% | +40.8% | -26.9% | -16.7% |
| 10Y | +105.3% | +162.8% | -57.5% | +28.4% |
| All | +105.3% | +159.1% | -53.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling