+57.5%
KEYS vs PCOR
-4.3%
+61.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +6.4% |
| 7D | -3.3% | +22.2% | -25.5% | -0.1% |
| 30D | -24.5% | +36.0% | -60.5% | -21.0% |
| 3M | -15.3% | +34.0% | -49.2% | -11.2% |
| 6M | -19.8% | +43.5% | -63.3% | -12.5% |
| YTD | +42.2% | +5.1% | +37.1% | +68.4% |
| All | +57.5% | -4.3% | +61.8% | +103.3% |
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