+96.0%
KEYS vs PNR
-43.1%
+139.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +2.3% | -2.4% | +4.6% | +2.9% |
| 30D | -2.6% | -12.8% | +10.1% | +1.0% |
| 3M | -4.6% | -17.0% | +12.4% | -0.2% |
| 6M | +8.7% | -37.4% | +46.2% | +29.4% |
| YTD | +61.0% | -41.6% | +102.6% | +95.3% |
| 1Y | +96.0% | -44.6% | +140.6% | +149.5% |
| All | +96.0% | -43.1% | +139.1% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling