+696.1%
PH vs KEY
+95.2%
+600.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +7.4% | +1.8% | +5.6% | +6.4% |
| 30D | +0.5% | +7.1% | -6.7% | -3.2% |
| 3M | -10.2% | -5.9% | -4.3% | -7.7% |
| 6M | +8.9% | +2.2% | +6.7% | +7.2% |
| YTD | +9.7% | +6.4% | +3.3% | +5.4% |
| 1Y | +12.8% | +24.8% | -11.9% | -0.2% |
| 3Y | +134.6% | +125.2% | +9.4% | +49.7% |
| 5Y | +204.5% | +13.0% | +191.6% | +161.9% |
| All | +696.1% | +95.2% | +600.9% | +348.5% |
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