+96.5%
KEYS vs PNR
-47.6%
+144.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -6.0% | +9.5% | +5.1% |
| 30D | -4.5% | -14.0% | +9.5% | -0.7% |
| 3M | -0.4% | -21.7% | +21.3% | +5.7% |
| 6M | +19.1% | -37.3% | +56.4% | +40.0% |
| YTD | +66.7% | -45.1% | +111.8% | +105.6% |
| 1Y | +96.5% | -49.1% | +145.6% | +160.7% |
| All | +96.5% | -47.6% | +144.0% | +160.7% |
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