+852.8%
PM vs KEY
+83.5%
+769.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.2% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +5.8% | +4.1% | +1.8% | +5.2% |
| 3M | +6.7% | -8.4% | +15.0% | +8.0% |
| 6M | +19.9% | -2.3% | +22.2% | +20.1% |
| YTD | +27.8% | +4.6% | +23.2% | +26.5% |
| 1Y | +39.4% | +24.6% | +14.8% | +34.4% |
| 3Y | +146.9% | +112.8% | +34.1% | +114.7% |
| 5Y | +166.6% | +12.9% | +153.7% | +148.9% |
| 10Y | +242.1% | +126.7% | +115.4% | +175.0% |
| All | +852.8% | +83.5% | +769.4% | +568.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling