+80.8%
KEYS vs PFG
+108.9%
-28.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +0.9% | -3.0% | +3.9% | +2.5% |
| 30D | -5.3% | +2.5% | -7.7% | -6.7% |
| 3M | +0.5% | +6.1% | -5.6% | -3.5% |
| 6M | +14.0% | +31.3% | -17.2% | -3.3% |
| YTD | +60.3% | +33.6% | +26.7% | +34.5% |
| 1Y | +91.3% | +48.5% | +42.8% | +51.1% |
| 3Y | +146.1% | +69.6% | +76.5% | +79.4% |
| 5Y | +80.8% | +111.5% | -30.7% | +15.0% |
| All | +80.8% | +108.9% | -28.1% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling