+1,071.7%
KEYS vs PEG
+194.1%
+877.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | -1.3% | -1.7% | +0.4% | -0.7% |
| 3M | -0.1% | -6.8% | +6.7% | +2.0% |
| 6M | +17.4% | -11.4% | +28.7% | +21.9% |
| YTD | +62.9% | -7.2% | +70.1% | +66.4% |
| 1Y | +95.7% | -6.1% | +101.9% | +98.6% |
| 3Y | +150.2% | +31.8% | +118.4% | +123.5% |
| 5Y | +83.1% | +35.6% | +47.5% | +60.8% |
| 10Y | +1,020.9% | +148.7% | +872.2% | +699.8% |
| All | +1,071.7% | +194.1% | +877.6% | +701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling