+1,052.7%
KEYS vs PNC
+342.9%
+709.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | -5.3% | -4.4% | -0.8% | -3.3% |
| 3M | +0.5% | +5.3% | -4.8% | -2.0% |
| 6M | +14.0% | +19.6% | -5.5% | +4.9% |
| YTD | +60.3% | +19.1% | +41.1% | +47.1% |
| 1Y | +91.3% | +24.3% | +67.0% | +72.2% |
| 3Y | +146.1% | +132.2% | +13.9% | +67.3% |
| 5Y | +80.8% | +52.3% | +28.5% | +44.5% |
| 10Y | +1,002.8% | +274.8% | +728.0% | +423.6% |
| All | +1,052.7% | +342.9% | +709.9% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling