+149.4%
KEYS vs PTC
-10.6%
+160.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +2.9% | -13.6% | +16.5% | +6.3% |
| 30D | -1.3% | -14.7% | +13.3% | +2.1% |
| 3M | -0.1% | -5.9% | +5.8% | +0.5% |
| 6M | +17.4% | -21.1% | +38.5% | +27.1% |
| YTD | +62.9% | -26.0% | +88.9% | +81.3% |
| 1Y | +95.7% | -36.8% | +132.6% | +136.1% |
| All | +149.4% | -10.6% | +160.0% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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