+466.2%
PAAS vs KEYS
+1,095.1%
-628.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +2.0% | +4.4% | -2.4% | +0.9% |
| 30D | -0.1% | -2.2% | +2.1% | +0.3% |
| 3M | +8.2% | +0.5% | +7.7% | +7.4% |
| 6M | -13.8% | +22.4% | -36.2% | -18.4% |
| YTD | -0.6% | +64.1% | -64.7% | -12.8% |
| 1Y | +44.0% | +97.0% | -53.0% | +20.7% |
| 3Y | +246.6% | +152.0% | +94.6% | +171.4% |
| 5Y | +116.1% | +83.7% | +32.3% | +77.7% |
| 10Y | +202.7% | +997.9% | -795.1% | +82.5% |
| All | +466.2% | +1,095.1% | -628.9% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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