+41.2%
KEY vs PR
+433.6%
-392.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.2% | +2.9% | -0.7% | +1.4% |
| 30D | -3.0% | +18.0% | -21.1% | -7.5% |
| 3M | +3.3% | +16.9% | -13.5% | -1.7% |
| 6M | +9.2% | +28.2% | -19.0% | +0.4% |
| YTD | +10.6% | +69.3% | -58.7% | -6.4% |
| 1Y | +20.4% | +69.5% | -49.1% | +1.4% |
| 3Y | +121.8% | +81.7% | +40.2% | +79.4% |
| All | +41.2% | +433.6% | -392.4% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling