+83.1%
KEYS vs PTC
-0.9%
+84.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +2.9% | -13.6% | +16.5% | +8.3% |
| 30D | -1.3% | -14.7% | +13.3% | +4.0% |
| 3M | -0.1% | -5.9% | +5.8% | -0.1% |
| 6M | +17.4% | -21.1% | +38.5% | +27.0% |
| YTD | +62.9% | -26.0% | +88.9% | +81.3% |
| 1Y | +95.7% | -36.8% | +132.6% | +136.5% |
| 3Y | +150.2% | -10.3% | +160.5% | +141.0% |
| 5Y | +83.1% | +1.2% | +81.9% | +58.3% |
| All | +83.1% | -0.9% | +84.0% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling