+141.4%
KEYS vs PFG
+82.7%
+58.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +9.4% | +2.4% | +7.0% | +8.1% |
| 30D | -16.8% | +5.9% | -22.6% | -19.3% |
| 3M | -15.9% | -0.4% | -15.4% | -16.2% |
| 6M | -17.6% | +14.8% | -32.4% | -25.6% |
| YTD | +46.5% | +31.9% | +14.6% | +20.3% |
| 1Y | +66.9% | +38.8% | +28.1% | +32.5% |
| 3Y | +141.4% | +82.4% | +59.0% | +56.4% |
| All | +141.4% | +82.7% | +58.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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