+132.0%
KEYS vs PCOR
-30.9%
+163.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +2.5% |
| 7D | +2.3% | -9.0% | +11.2% | +4.7% |
| 30D | -2.6% | +4.2% | -6.8% | -4.2% |
| 3M | -4.6% | +14.4% | -19.1% | -9.2% |
| 6M | +8.7% | +0.2% | +8.6% | +5.6% |
| YTD | +61.0% | -20.3% | +81.3% | +66.7% |
| 1Y | +96.0% | -16.1% | +112.1% | +98.8% |
| 3Y | +144.4% | -14.7% | +159.1% | +139.0% |
| 5Y | +80.5% | -43.2% | +123.7% | +74.5% |
| All | +132.0% | -30.9% | +163.0% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling