+96.5%
KEYS vs PBF
+184.8%
-88.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +4.0% |
| 7D | +3.5% | +5.3% | -1.8% | +3.4% |
| 30D | -4.5% | +11.7% | -16.2% | -4.6% |
| 3M | -0.4% | +91.1% | -91.5% | -0.2% |
| 6M | +19.1% | +88.4% | -69.3% | +18.4% |
| YTD | +66.7% | +194.1% | -127.4% | +59.8% |
| 1Y | +96.5% | +180.4% | -83.9% | +88.7% |
| All | +96.5% | +184.8% | -88.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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