+567.7%
PBR vs KEY
+39.4%
+528.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.8% |
| 7D | +2.5% | +2.7% | -0.3% | +2.0% |
| 30D | +19.4% | -3.2% | +22.6% | +20.0% |
| 3M | +20.8% | +1.0% | +19.8% | +20.3% |
| 6M | +23.5% | +11.9% | +11.6% | +20.5% |
| YTD | +83.4% | +8.7% | +74.7% | +79.5% |
| 1Y | +77.6% | +18.5% | +59.1% | +70.6% |
| 3Y | +99.9% | +124.0% | -24.1% | +66.9% |
| 5Y | +567.7% | +40.8% | +526.9% | +424.1% |
| All | +567.7% | +39.4% | +528.3% | +424.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling