+119.4%
KEYS vs PR
+64.2%
+55.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.0% |
| 7D | -11.4% | -16.4% | +5.0% | -7.6% |
| 30D | -28.7% | -1.9% | -26.8% | -28.3% |
| 3M | -19.2% | +8.0% | -27.2% | -21.1% |
| 6M | -25.8% | +4.1% | -29.9% | -27.0% |
| YTD | +33.9% | +58.7% | -24.8% | +14.8% |
| 1Y | +47.1% | +75.8% | -28.8% | +21.7% |
| 3Y | +119.4% | +73.2% | +46.3% | +80.0% |
| All | +119.4% | +64.2% | +55.2% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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