+58.2%
KEYS vs PR
+273.3%
-215.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | +9.4% | +6.0% | +3.4% | +8.2% |
| 30D | -16.8% | -4.2% | -12.6% | -16.1% |
| 3M | -15.9% | +10.0% | -25.8% | -17.6% |
| 6M | -17.6% | +15.6% | -33.2% | -20.3% |
| YTD | +46.5% | +68.2% | -21.7% | +30.8% |
| 1Y | +66.9% | +79.2% | -12.3% | +47.0% |
| 3Y | +141.4% | +94.9% | +46.5% | +106.3% |
| All | +58.2% | +273.3% | -215.1% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling