+115.0%
KEY vs PTC
+31.8%
+83.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | +4.1% | +0.8% | +3.2% | +3.9% |
| 3M | -8.4% | +39.6% | -47.9% | -16.1% |
| 6M | -2.3% | +41.5% | -43.8% | -11.6% |
| YTD | +4.6% | +11.7% | -7.1% | +4.2% |
| 1Y | +24.6% | +2.4% | +22.1% | +28.8% |
| All | +115.0% | +31.8% | +83.2% | +57.6% |
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