+1,714.7%
PLTR vs KEY
+138.0%
+1,576.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +1.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | -17.5% | +6.7% | -24.2% | -19.4% |
| 3M | -1.5% | -4.6% | +3.2% | +0.1% |
| 6M | +25.9% | +2.6% | +23.4% | +24.2% |
| YTD | -3.0% | +7.0% | -10.0% | -6.3% |
| 1Y | -9.7% | +23.5% | -33.2% | -17.4% |
| 3Y | +776.5% | +126.4% | +650.1% | +561.1% |
| 5Y | +649.9% | +13.0% | +636.9% | +553.4% |
| All | +1,714.7% | +138.0% | +1,576.7% | +1,429.3% |
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