+40.8%
KEY vs PEG
+38.2%
+2.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.2% |
| 30D | -3.2% | -1.9% | -1.3% | -2.3% |
| 3M | +1.0% | -3.7% | +4.6% | +2.8% |
| 6M | +11.9% | -9.4% | +21.3% | +17.3% |
| YTD | +8.7% | -6.0% | +14.7% | +11.1% |
| 1Y | +18.5% | -4.4% | +22.8% | +19.4% |
| 3Y | +124.0% | +33.5% | +90.4% | +78.9% |
| 5Y | +40.8% | +35.7% | +5.1% | +11.0% |
| All | +40.8% | +38.2% | +2.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling