+96.5%
KEYS vs PEG
-8.5%
+105.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.6% |
| 30D | -4.5% | -3.7% | -0.8% | -3.9% |
| 3M | -0.4% | -7.3% | +6.9% | +0.2% |
| 6M | +19.1% | -10.5% | +29.6% | +20.5% |
| YTD | +66.7% | -7.5% | +74.2% | +66.9% |
| 1Y | +96.5% | -8.7% | +105.2% | +94.5% |
| All | +96.5% | -8.5% | +105.0% | +94.5% |
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