+143.9%
PM vs KEY
+106.2%
+37.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -5.2% | -1.3% | -3.9% | -5.2% |
| 30D | +2.7% | +5.1% | -2.5% | +2.7% |
| 3M | +5.2% | -7.1% | +12.3% | +5.3% |
| 6M | +17.0% | -4.4% | +21.4% | +17.1% |
| YTD | +25.5% | +4.0% | +21.5% | +25.5% |
| 1Y | +35.5% | +23.4% | +12.1% | +35.3% |
| 3Y | +143.9% | +113.9% | +30.0% | +131.3% |
| All | +143.9% | +106.2% | +37.7% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling