+59.6%
KEYS vs PEG
-6.2%
+65.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.3% |
| 7D | -14.8% | +1.0% | -15.8% | -14.9% |
| 30D | -25.6% | +6.6% | -32.2% | -26.4% |
| 3M | -16.2% | -3.1% | -13.1% | -15.6% |
| 6M | -18.6% | -7.4% | -11.3% | -18.0% |
| YTD | +40.7% | -6.4% | +47.1% | +40.5% |
| 1Y | +59.6% | -7.4% | +67.1% | +59.5% |
| All | +59.6% | -6.2% | +65.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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