+70.0%
PBR vs KEY
+118.7%
-48.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.4% |
| 7D | -13.3% | -0.4% | -12.9% | -13.2% |
| 30D | -27.5% | +7.2% | -34.7% | -28.3% |
| 3M | +5.2% | -4.9% | +10.1% | +5.9% |
| 6M | -6.4% | +1.1% | -7.4% | -6.9% |
| YTD | +61.6% | +6.8% | +54.8% | +58.4% |
| 1Y | +48.9% | +23.3% | +25.6% | +41.3% |
| 3Y | +70.0% | +126.1% | -56.0% | +43.7% |
| All | +70.0% | +118.7% | -48.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling