+59.6%
KEYS vs PCOR
+4.0%
+55.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +19.7% | -26.0% | -3.5% |
| 7D | -14.8% | +21.8% | -36.6% | -12.1% |
| 30D | -25.6% | +39.5% | -65.1% | -22.1% |
| 3M | -16.2% | +35.2% | -51.5% | -12.3% |
| 6M | -18.6% | +21.7% | -40.4% | -10.9% |
| YTD | +40.7% | +3.9% | +36.8% | +58.5% |
| 1Y | +59.6% | +6.9% | +52.7% | +78.2% |
| All | +59.6% | +4.0% | +55.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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