-34.5%
PINS vs KEYS
+148.6%
-183.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.1% |
| 7D | -13.9% | +2.9% | -16.8% | -14.4% |
| 30D | -25.0% | -1.3% | -23.7% | -25.0% |
| 3M | -16.6% | -0.1% | -16.5% | -17.8% |
| 6M | -7.0% | +17.4% | -24.3% | -14.3% |
| YTD | -29.4% | +62.9% | -92.3% | -44.8% |
| 1Y | -49.9% | +95.7% | -145.7% | -64.7% |
| All | -34.5% | +148.6% | -183.1% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling