+183.8%
KEY vs PR
+160.5%
+23.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.7% |
| 7D | +1.7% | -12.1% | +13.8% | +3.9% |
| 30D | +6.8% | +0.9% | +5.9% | +6.4% |
| 3M | -5.8% | +10.1% | -16.0% | -7.9% |
| 6M | +1.4% | +1.1% | +0.3% | +0.3% |
| YTD | +7.5% | +63.7% | -56.2% | -3.2% |
| 1Y | +29.6% | +87.0% | -57.4% | +13.7% |
| 3Y | +118.8% | +70.7% | +48.0% | +93.2% |
| 5Y | +16.8% | +246.8% | -230.0% | -12.0% |
| 10Y | +133.0% | +72.6% | +60.4% | +39.1% |
| All | +183.8% | +160.5% | +23.3% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling