+1,280.2%
PANW vs KEY
+171.1%
+1,109.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.0% | -1.8% | +3.7% | +2.4% |
| 30D | -11.8% | -3.3% | -8.5% | -11.2% |
| 3M | +28.6% | -0.2% | +28.8% | +28.7% |
| 6M | +104.4% | +12.1% | +92.3% | +98.7% |
| YTD | +83.8% | +8.4% | +75.4% | +79.6% |
| 1Y | +71.5% | +17.6% | +53.9% | +64.2% |
| 3Y | +172.2% | +123.3% | +48.8% | +121.4% |
| 5Y | +332.2% | +39.5% | +292.7% | +280.7% |
| All | +1,280.2% | +171.1% | +1,109.1% | +838.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling