-17.5%
PINS vs KEYS
+276.8%
-294.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.2% |
| 7D | -5.2% | +4.4% | -9.7% | -7.2% |
| 30D | -14.9% | -2.2% | -12.7% | -14.6% |
| 3M | -8.4% | +0.5% | -9.0% | -11.1% |
| 6M | +0.6% | +22.4% | -21.7% | -14.1% |
| YTD | -22.2% | +64.1% | -86.3% | -46.0% |
| 1Y | -46.9% | +97.0% | -143.9% | -67.6% |
| 3Y | -26.9% | +152.0% | -178.9% | -63.4% |
| 5Y | -63.0% | +83.7% | -146.7% | -77.8% |
| All | -17.5% | +276.8% | -294.2% | -64.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling