+1,105.6%
KEYS vs PR
+169.5%
+936.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | +2.9% | -0.6% | +2.1% |
| 30D | -2.6% | +18.0% | -20.7% | -3.6% |
| 3M | -4.6% | +16.9% | -21.5% | -5.6% |
| 6M | +8.7% | +28.2% | -19.5% | +7.0% |
| YTD | +61.0% | +69.3% | -8.3% | +55.9% |
| 1Y | +96.0% | +69.5% | +26.5% | +89.6% |
| 3Y | +144.4% | +81.7% | +62.7% | +134.6% |
| 5Y | +80.5% | +422.2% | -341.7% | +65.5% |
| 10Y | +974.9% | +110.4% | +864.6% | +1,040.9% |
| All | +1,105.6% | +169.5% | +936.2% | +1,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling