+116.7%
KEYS vs PCOR
-7.7%
+124.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.5% |
| 7D | +6.9% | +2.5% | +4.4% | +6.3% |
| 30D | -19.1% | +37.9% | -57.0% | -25.7% |
| 3M | -11.1% | +32.0% | -43.0% | -18.2% |
| 6M | -16.6% | +54.7% | -71.3% | -27.5% |
| YTD | +50.4% | +6.6% | +43.8% | +43.5% |
| 1Y | +67.5% | -1.7% | +69.2% | +64.2% |
| 3Y | +146.0% | +49.0% | +97.0% | +107.7% |
| 5Y | +64.5% | -12.5% | +77.1% | +45.2% |
| All | +116.7% | -7.7% | +124.4% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling