+1,660.3%
PLTR vs KEYS
+239.7%
+1,420.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.9% |
| 7D | -4.1% | +3.5% | -7.6% | -6.4% |
| 30D | -2.2% | -4.5% | +2.2% | +0.2% |
| 3M | +27.6% | -0.4% | +28.0% | +24.0% |
| 6M | +10.3% | +19.1% | -8.8% | -9.3% |
| YTD | -5.9% | +66.7% | -72.6% | -44.8% |
| 1Y | +1.7% | +96.5% | -94.7% | -48.9% |
| 3Y | +959.1% | +155.2% | +803.9% | +293.3% |
| 5Y | +536.3% | +88.0% | +448.4% | +211.1% |
| All | +1,660.3% | +239.7% | +1,420.6% | +359.0% |
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 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