+23.6%
PAYX vs KEYS
+87.1%
-63.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.2% |
| 7D | -4.9% | +3.5% | -8.3% | -5.5% |
| 30D | -3.8% | -4.5% | +0.7% | -3.2% |
| 3M | +17.9% | -0.4% | +18.3% | +16.8% |
| 6M | +26.1% | +19.1% | +6.9% | +18.1% |
| YTD | +6.7% | +66.7% | -59.9% | -11.1% |
| 1Y | -10.7% | +96.5% | -107.2% | -30.2% |
| 3Y | +7.0% | +155.2% | -148.2% | -27.2% |
| All | +23.6% | +87.1% | -63.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling