+10.9%
PH vs KEY
+24.1%
-13.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | -3.7% | +5.1% | -8.8% | -5.9% |
| 3M | -14.0% | -7.1% | -6.9% | -10.9% |
| 6M | +2.1% | -4.4% | +6.5% | +3.8% |
| YTD | +5.1% | +4.0% | +1.0% | +1.1% |
| 1Y | +10.9% | +23.4% | -12.5% | -1.1% |
| All | +10.9% | +24.1% | -13.2% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling