+1,058.3%
KEYS vs PTC
+304.2%
+754.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.5% | +3.8% |
| 7D | +2.3% | -10.3% | +12.5% | +6.6% |
| 30D | -2.6% | +1.1% | -3.8% | -3.8% |
| 3M | -4.6% | +1.6% | -6.2% | -7.5% |
| 6M | +8.7% | -13.5% | +22.2% | +12.2% |
| YTD | +61.0% | -19.1% | +80.1% | +70.5% |
| 1Y | +96.0% | -33.9% | +129.9% | +126.9% |
| 3Y | +144.4% | -3.9% | +148.3% | +134.9% |
| 5Y | +80.5% | +6.0% | +74.5% | +62.9% |
| 10Y | +974.9% | +223.7% | +751.2% | +455.3% |
| All | +1,058.3% | +304.2% | +754.1% | +435.5% |
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