+161.2%
PANW vs KEYS
+154.3%
+6.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.6% |
| 7D | -0.8% | +3.5% | -4.3% | -1.9% |
| 30D | -14.6% | -4.5% | -10.1% | -13.5% |
| 3M | +18.3% | -0.4% | +18.7% | +17.3% |
| 6M | +100.5% | +19.1% | +81.3% | +84.8% |
| YTD | +79.5% | +66.7% | +12.8% | +39.1% |
| 1Y | +66.7% | +96.5% | -29.7% | +17.9% |
| 3Y | +161.2% | +155.2% | +6.1% | +62.0% |
| All | +161.2% | +154.3% | +6.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling