+953.7%
KEYS vs PTC
+461.8%
+492.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | -16.8% | +1.2% | -18.0% | -17.1% |
| 3M | -15.9% | +27.4% | -43.2% | -25.2% |
| 6M | -17.6% | +39.2% | -56.8% | -30.7% |
| YTD | +46.5% | +12.5% | +34.0% | +33.8% |
| 1Y | +66.9% | +12.3% | +54.6% | +52.6% |
| 3Y | +141.4% | +28.8% | +112.6% | +103.7% |
| 5Y | +59.5% | +60.9% | -1.4% | +20.3% |
| 10Y | +761.1% | +316.6% | +444.5% | +297.0% |
| All | +953.7% | +461.8% | +492.0% | +320.5% |
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