+13.0%
KEY vs PTC
+62.1%
-49.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +6.7% | +0.9% | +5.8% | +6.4% |
| 3M | -4.6% | +30.4% | -35.0% | -13.4% |
| 6M | +2.6% | +34.4% | -31.8% | -8.7% |
| YTD | +7.0% | +12.6% | -5.6% | +2.1% |
| 1Y | +23.5% | +10.2% | +13.3% | +18.9% |
| 3Y | +126.4% | +29.4% | +97.0% | +96.1% |
| 5Y | +13.0% | +63.7% | -50.7% | -13.5% |
| All | +13.0% | +62.1% | -49.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling