+710.0%
PH vs KEY
+107.2%
+602.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +6.9% | -0.5% | +7.4% | +7.2% |
| 30D | +1.7% | +6.7% | -5.0% | -1.8% |
| 3M | -8.1% | -4.6% | -3.5% | -6.2% |
| 6M | +11.5% | +2.6% | +8.9% | +9.5% |
| YTD | +11.4% | +7.0% | +4.4% | +6.8% |
| 1Y | +14.1% | +23.5% | -9.4% | +1.5% |
| 3Y | +138.2% | +126.4% | +11.9% | +51.6% |
| 5Y | +216.0% | +13.0% | +203.0% | +171.7% |
| 10Y | +710.0% | +99.5% | +610.5% | +351.5% |
| All | +710.0% | +107.2% | +602.7% | +351.5% |
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