+123.6%
KEY vs PTC
-3.9%
+127.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.1% |
| 7D | +2.2% | -10.3% | +12.5% | +5.6% |
| 30D | -3.0% | +1.1% | -4.2% | -3.9% |
| 3M | +3.3% | +1.6% | +1.7% | +1.8% |
| 6M | +9.2% | -13.5% | +22.7% | +14.8% |
| YTD | +10.6% | -19.1% | +29.7% | +19.7% |
| 1Y | +20.4% | -33.9% | +54.3% | +43.6% |
| All | +123.6% | -3.9% | +127.5% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling