+143.2%
PM vs KEY
+118.7%
+24.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.4% |
| 7D | -7.3% | -0.4% | -6.9% | -7.3% |
| 30D | -4.0% | +7.2% | -11.2% | -4.0% |
| 3M | +2.7% | -4.9% | +7.7% | +2.8% |
| 6M | +14.9% | +1.1% | +13.8% | +14.9% |
| YTD | +23.5% | +6.8% | +16.7% | +23.5% |
| 1Y | +30.4% | +23.3% | +7.1% | +30.2% |
| 3Y | +143.2% | +126.1% | +17.1% | +130.9% |
| All | +143.2% | +118.7% | +24.5% | +130.9% |
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