+1,668.3%
PLTR vs KEY
+138.3%
+1,530.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +4.7% | +2.9% | +1.8% | +3.7% |
| 30D | -16.4% | +8.4% | -24.8% | -18.8% |
| 3M | -6.2% | -5.8% | -0.4% | -4.3% |
| 6M | +29.2% | +5.4% | +23.7% | +26.0% |
| YTD | -5.5% | +7.1% | -12.5% | -8.8% |
| 1Y | -2.4% | +26.8% | -29.2% | -11.7% |
| 3Y | +752.3% | +128.7% | +623.6% | +540.9% |
| 5Y | +635.8% | +13.6% | +622.2% | +540.7% |
| All | +1,668.3% | +138.3% | +1,530.1% | +1,389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling