+80.8%
KEYS vs PBF
+785.3%
-704.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | +0.9% | +2.3% | -1.4% | +0.7% |
| 30D | -5.3% | +11.6% | -16.8% | -6.4% |
| 3M | +0.5% | +81.7% | -81.2% | -5.7% |
| 6M | +14.0% | +96.4% | -82.4% | +5.2% |
| YTD | +60.3% | +189.5% | -129.2% | +40.3% |
| 1Y | +91.3% | +180.7% | -89.4% | +67.1% |
| 3Y | +146.1% | +56.6% | +89.5% | +117.9% |
| 5Y | +80.8% | +802.0% | -721.2% | +39.3% |
| All | +80.8% | +785.3% | -704.6% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling