-21.9%
PINS vs KEYS
+282.7%
-304.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.5% |
| 7D | -6.6% | +3.5% | -10.1% | -8.2% |
| 30D | -16.8% | -4.5% | -12.3% | -15.3% |
| 3M | -11.4% | -0.4% | -11.0% | -13.4% |
| 6M | -1.7% | +19.1% | -20.8% | -14.7% |
| YTD | -26.4% | +66.7% | -93.1% | -49.3% |
| 1Y | -45.5% | +96.5% | -142.0% | -66.6% |
| 3Y | -31.7% | +155.2% | -186.9% | -66.0% |
| 5Y | -64.9% | +88.0% | -152.9% | -79.2% |
| All | -21.9% | +282.7% | -304.6% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling