+41.2%
KEY vs PTC
+6.0%
+35.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.4% |
| 7D | +2.2% | -10.3% | +12.5% | +6.0% |
| 30D | -3.0% | +1.1% | -4.2% | -4.0% |
| 3M | +3.3% | +1.6% | +1.7% | +1.3% |
| 6M | +9.2% | -13.5% | +22.7% | +13.9% |
| YTD | +10.6% | -19.1% | +29.7% | +18.4% |
| 1Y | +20.4% | -33.9% | +54.3% | +40.6% |
| 3Y | +121.8% | -3.9% | +125.8% | +113.2% |
| All | +41.2% | +6.0% | +35.2% | +27.5% |
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