+976.9%
KEYS vs PEGA
+252.0%
+724.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.0% |
| 7D | +16.7% | -4.6% | +21.3% | +17.9% |
| 30D | -17.8% | -6.8% | -11.0% | -16.8% |
| 3M | -14.2% | +2.6% | -16.7% | -15.8% |
| 6M | -15.9% | -5.4% | -10.5% | -17.2% |
| YTD | +49.7% | -46.0% | +95.8% | +68.6% |
| 1Y | +65.3% | -45.6% | +110.9% | +85.6% |
| 3Y | +144.9% | +43.2% | +101.7% | +90.5% |
| 5Y | +63.0% | -45.3% | +108.3% | +67.2% |
| 10Y | +780.0% | +88.9% | +691.2% | +460.8% |
| All | +976.9% | +252.0% | +724.9% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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