+1,248.2%
PANW vs KEYS
+1,049.9%
+198.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.9% |
| 7D | -0.8% | +3.5% | -4.3% | -2.2% |
| 30D | -14.6% | -4.5% | -10.1% | -13.2% |
| 3M | +18.3% | -0.4% | +18.7% | +17.3% |
| 6M | +100.5% | +19.1% | +81.3% | +82.4% |
| YTD | +79.5% | +66.7% | +12.8% | +37.2% |
| 1Y | +66.7% | +96.5% | -29.7% | +17.5% |
| 3Y | +161.2% | +155.2% | +6.1% | +60.9% |
| 5Y | +322.2% | +88.0% | +234.2% | +190.7% |
| All | +1,248.2% | +1,049.9% | +198.3% | +341.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling