+763.1%
PM vs KEY
+94.2%
+669.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | +2.2% | -7.1% | -5.2% |
| 30D | -3.4% | -3.0% | -0.4% | -3.0% |
| 3M | +5.2% | +3.3% | +1.8% | +4.6% |
| 6M | +3.7% | +9.2% | -5.5% | +2.2% |
| YTD | +15.8% | +10.6% | +5.1% | +13.7% |
| 1Y | +17.4% | +20.4% | -3.0% | +13.7% |
| 3Y | +116.9% | +121.8% | -4.9% | +87.2% |
| 5Y | +117.3% | +41.1% | +76.2% | +96.1% |
| 10Y | +193.8% | +168.5% | +25.2% | +130.8% |
| All | +763.1% | +94.2% | +669.0% | +501.0% |
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