+165.8%
PM vs KEY
+11.7%
+154.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | +2.7% | +5.1% | -2.5% | +2.2% |
| 3M | +5.2% | -7.1% | +12.3% | +6.0% |
| 6M | +17.0% | -4.4% | +21.4% | +17.4% |
| YTD | +25.5% | +4.0% | +21.5% | +24.7% |
| 1Y | +35.5% | +23.4% | +12.1% | +32.3% |
| 3Y | +143.9% | +113.9% | +30.0% | +116.0% |
| All | +165.8% | +11.7% | +154.1% | +159.5% |
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