+976.9%
KEYS vs PTC
+462.5%
+514.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +16.7% | +0.8% | +15.9% | +16.4% |
| 30D | -17.8% | +1.2% | -19.0% | -18.2% |
| 3M | -14.2% | +32.6% | -46.8% | -24.9% |
| 6M | -15.9% | +36.1% | -52.0% | -28.6% |
| YTD | +49.7% | +12.7% | +37.1% | +36.7% |
| 1Y | +65.3% | +10.2% | +55.1% | +52.5% |
| 3Y | +144.9% | +29.4% | +115.4% | +106.2% |
| 5Y | +63.0% | +61.1% | +1.9% | +22.9% |
| 10Y | +780.0% | +317.1% | +462.9% | +305.5% |
| All | +976.9% | +462.5% | +514.4% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling