+160.1%
PM vs KEY
+14.6%
+145.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +6.3% | -4.6% | +10.9% | +6.8% |
| 6M | +9.6% | +2.6% | +7.1% | +9.3% |
| YTD | +25.6% | +7.0% | +18.6% | +24.5% |
| 1Y | +29.7% | +23.5% | +6.2% | +26.6% |
| 3Y | +147.6% | +126.4% | +21.2% | +117.7% |
| 5Y | +160.1% | +13.0% | +147.1% | +154.3% |
| All | +160.1% | +14.6% | +145.5% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling