+80.6%
KEYS vs PENG
+115.2%
-34.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -0.3% |
| 7D | +2.3% | +4.5% | -2.3% | +1.0% |
| 30D | -2.6% | -7.1% | +4.5% | -0.9% |
| 3M | -4.6% | -27.3% | +22.6% | +0.7% |
| 6M | +8.7% | +169.6% | -160.8% | -19.5% |
| YTD | +61.0% | +164.6% | -103.6% | +19.1% |
| 1Y | +96.0% | +109.5% | -13.5% | +52.2% |
| 3Y | +144.4% | +98.9% | +45.5% | +74.8% |
| All | +80.6% | +115.2% | -34.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling