+164.8%
PANW vs KEY
+121.2%
+43.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -13.0% | -3.3% | -9.7% | -12.3% |
| 3M | +28.6% | -0.7% | +29.4% | +28.9% |
| 6M | +103.0% | +12.5% | +90.4% | +96.6% |
| YTD | +81.9% | +8.4% | +73.5% | +77.3% |
| 1Y | +69.6% | +18.4% | +51.2% | +61.0% |
| All | +164.8% | +121.2% | +43.6% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling