+1,080.2%
KEYS vs PFG
+263.8%
+816.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +4.4% | +6.0% | -1.6% | +1.7% |
| 30D | -2.2% | +2.2% | -4.4% | -3.3% |
| 3M | +0.5% | +10.4% | -9.8% | -4.3% |
| 6M | +22.4% | +27.8% | -5.4% | +9.2% |
| YTD | +64.1% | +33.6% | +30.4% | +43.7% |
| 1Y | +97.0% | +49.3% | +47.7% | +64.5% |
| 3Y | +152.0% | +69.7% | +82.3% | +99.1% |
| 5Y | +83.7% | +111.3% | -27.6% | +31.7% |
| 10Y | +997.9% | +240.3% | +757.6% | +496.8% |
| All | +1,080.2% | +263.8% | +816.5% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling