+115.0%
KEY vs PR
+61.1%
+53.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | -1.3% |
| 7D | -2.5% | -16.5% | +14.1% | +2.5% |
| 30D | +4.1% | -4.5% | +8.6% | +4.9% |
| 3M | -8.4% | +8.5% | -16.9% | -11.6% |
| 6M | -2.3% | -3.3% | +1.0% | -2.7% |
| YTD | +4.6% | +55.7% | -51.1% | -14.5% |
| 1Y | +24.6% | +82.0% | -57.5% | -4.8% |
| All | +115.0% | +61.1% | +53.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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