+676.1%
PBR vs KEY
+167.1%
+508.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | +17.5% | -3.3% | +20.8% | +19.0% |
| 3M | +20.9% | -0.7% | +21.6% | +20.6% |
| 6M | +20.2% | +12.5% | +7.7% | +12.9% |
| YTD | +84.3% | +8.4% | +75.9% | +74.9% |
| 1Y | +77.1% | +18.4% | +58.7% | +60.6% |
| 3Y | +100.8% | +123.3% | -22.5% | +25.2% |
| 5Y | +556.1% | +38.8% | +517.3% | +367.6% |
| 10Y | +676.1% | +169.3% | +506.7% | +250.1% |
| All | +676.1% | +167.1% | +508.9% | +250.1% |
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 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