+117.9%
KEY vs PTC
+334.9%
-217.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | +5.1% | +0.8% | +4.4% | +4.9% |
| 3M | -7.1% | +32.1% | -39.2% | -18.4% |
| 6M | -4.4% | +42.6% | -47.0% | -19.9% |
| YTD | +4.0% | +12.0% | -8.0% | -4.0% |
| 1Y | +23.4% | +12.2% | +11.3% | +13.7% |
| 3Y | +113.9% | +31.2% | +82.7% | +80.2% |
| 5Y | +12.3% | +54.9% | -42.6% | -13.6% |
| All | +117.9% | +334.9% | -217.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling