+127.3%
KEY vs PNR
+15.6%
+111.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.8% |
| 30D | +7.1% | +29.3% | -22.1% | -5.5% |
| 3M | -5.9% | +4.1% | -10.0% | -7.9% |
| 6M | +2.2% | -8.6% | +10.8% | +5.4% |
| YTD | +6.4% | -33.6% | +40.0% | +30.7% |
| 1Y | +24.8% | -36.4% | +61.1% | +57.7% |
| All | +127.3% | +15.6% | +111.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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