+119.4%
KEYS vs PCOR
+43.8%
+75.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -11.4% | +22.7% | -34.1% | -15.3% |
| 30D | -28.7% | +37.5% | -66.1% | -33.5% |
| 3M | -19.2% | +35.2% | -54.4% | -25.2% |
| 6M | -25.8% | +42.2% | -68.0% | -32.5% |
| YTD | +33.9% | +3.6% | +30.4% | +34.6% |
| 1Y | +47.1% | -4.8% | +51.8% | +53.5% |
| 3Y | +119.4% | +48.3% | +71.1% | +79.7% |
| All | +119.4% | +43.8% | +75.6% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling