+40.8%
KEY vs PNR
-17.7%
+58.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -0.2% |
| 7D | +2.7% | -3.0% | +5.8% | +4.6% |
| 30D | -3.2% | -14.9% | +11.7% | +6.3% |
| 3M | +1.0% | -19.0% | +20.0% | +12.2% |
| 6M | +11.9% | -35.9% | +47.8% | +43.6% |
| YTD | +8.7% | -43.1% | +51.9% | +49.6% |
| 1Y | +18.5% | -46.4% | +64.9% | +69.6% |
| 3Y | +124.0% | -10.8% | +134.8% | +118.2% |
| 5Y | +40.8% | -18.9% | +59.7% | +28.5% |
| All | +40.8% | -17.7% | +58.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling