+26.8%
KEY vs PTC
+10.7%
+16.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +8.4% | +1.2% | +7.2% | +8.4% |
| 3M | -5.8% | +27.4% | -33.1% | -6.3% |
| 6M | +5.4% | +39.2% | -33.7% | +4.9% |
| YTD | +7.1% | +12.5% | -5.4% | +13.7% |
| 1Y | +26.8% | +12.3% | +14.5% | +34.9% |
| All | +26.8% | +10.7% | +16.1% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling