+978.8%
PH vs KEYS
+1,086.4%
-107.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | 0.0% | +2.9% | -2.9% | -1.3% |
| 30D | -10.3% | -1.3% | -9.0% | -10.0% |
| 3M | +5.1% | -0.1% | +5.2% | +3.8% |
| 6M | +2.3% | +17.4% | -15.1% | -7.0% |
| YTD | +8.7% | +62.9% | -54.2% | -17.3% |
| 1Y | +26.8% | +95.7% | -69.0% | -12.6% |
| 3Y | +139.2% | +150.2% | -11.0% | +43.6% |
| 5Y | +251.1% | +83.1% | +168.0% | +138.7% |
| 10Y | +812.6% | +1,020.9% | -208.4% | +190.9% |
| All | +978.8% | +1,086.4% | -107.6% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling