+155.2%
KEYS vs PNC
+131.1%
+24.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | +3.5% | -0.6% | +4.0% | +3.8% |
| 30D | -4.5% | -4.4% | -0.1% | -2.0% |
| 3M | -0.4% | +5.2% | -5.6% | -3.4% |
| 6M | +19.1% | +20.6% | -1.5% | +6.6% |
| YTD | +66.7% | +19.8% | +46.9% | +48.6% |
| 1Y | +96.5% | +24.4% | +72.0% | +70.9% |
| 3Y | +155.2% | +131.2% | +23.9% | +66.7% |
| All | +155.2% | +131.1% | +24.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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