+695.9%
PH vs KEY
+96.4%
+599.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +4.3% | +2.9% | +1.4% | +2.8% |
| 30D | +0.1% | +8.4% | -8.3% | -4.1% |
| 3M | -9.4% | -5.8% | -3.6% | -6.8% |
| 6M | +8.8% | +5.4% | +3.3% | +5.3% |
| YTD | +9.6% | +7.1% | +2.6% | +5.1% |
| 1Y | +14.4% | +26.8% | -12.4% | +0.4% |
| 3Y | +134.5% | +128.7% | +5.8% | +48.5% |
| 5Y | +204.4% | +13.6% | +190.8% | +161.0% |
| All | +695.9% | +96.4% | +599.4% | +346.9% |
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