+260.9%
PM vs KEY
+107.2%
+153.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | -2.8% | +6.7% | -9.5% | -4.0% |
| 3M | +6.3% | -4.6% | +10.9% | +7.2% |
| 6M | +9.6% | +2.6% | +7.1% | +8.9% |
| YTD | +25.6% | +7.0% | +18.6% | +23.4% |
| 1Y | +29.7% | +23.5% | +6.2% | +23.7% |
| 3Y | +147.6% | +126.4% | +21.2% | +100.5% |
| 5Y | +160.1% | +13.0% | +147.1% | +139.6% |
| 10Y | +260.9% | +99.5% | +161.4% | +175.4% |
| All | +260.9% | +107.2% | +153.7% | +175.4% |
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