+523.4%
PBR vs KEY
+109.2%
+414.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -13.3% | +0.5% | -13.8% | -13.5% |
| 30D | -27.7% | +6.9% | -34.6% | -30.0% |
| 3M | +2.7% | -5.0% | +7.7% | +4.5% |
| 6M | -6.7% | +0.7% | -7.5% | -8.0% |
| YTD | +60.9% | +6.5% | +54.5% | +53.5% |
| 1Y | +46.6% | +22.6% | +24.0% | +30.5% |
| 3Y | +69.1% | +125.3% | -56.3% | +5.0% |
| 5Y | +469.6% | +13.9% | +455.7% | +360.0% |
| 10Y | +523.4% | +105.3% | +418.0% | +235.9% |
| All | +523.4% | +109.2% | +414.2% | +235.9% |
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