+67.5%
KEYS vs PCOR
-1.9%
+69.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +5.1% |
| 7D | +6.9% | +2.5% | +4.4% | +7.3% |
| 30D | -19.1% | +37.9% | -57.0% | -15.2% |
| 3M | -11.1% | +32.0% | -43.0% | -6.8% |
| 6M | -16.6% | +54.7% | -71.3% | -9.1% |
| YTD | +50.4% | +6.6% | +43.8% | +78.5% |
| 1Y | +67.5% | -1.7% | +69.2% | +115.7% |
| All | +67.5% | -1.9% | +69.4% | +115.7% |
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