+145.4%
KEYS vs PEG
+32.0%
+113.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -5.3% | -2.8% | -2.5% | -4.5% |
| 3M | +0.5% | -6.9% | +7.4% | +2.2% |
| 6M | +14.0% | -11.4% | +25.4% | +17.7% |
| YTD | +60.3% | -7.4% | +67.7% | +62.8% |
| 1Y | +91.3% | -8.3% | +99.6% | +94.5% |
| All | +145.4% | +32.0% | +113.4% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling