+1,052.7%
KEYS vs PPG
+39.0%
+1,013.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.6% |
| 7D | +0.9% | -5.1% | +6.1% | +3.6% |
| 30D | -5.3% | -9.6% | +4.3% | -0.5% |
| 3M | +0.5% | -6.4% | +6.9% | +3.0% |
| 6M | +14.0% | +0.5% | +13.5% | +12.0% |
| YTD | +60.3% | +4.4% | +55.8% | +53.7% |
| 1Y | +91.3% | -0.9% | +92.2% | +88.0% |
| 3Y | +146.1% | -17.0% | +163.1% | +162.2% |
| 5Y | +80.8% | -23.7% | +104.4% | +96.0% |
| 10Y | +1,002.8% | +25.9% | +976.9% | +768.1% |
| All | +1,052.7% | +39.0% | +1,013.7% | +768.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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