+210.9%
PM vs KEYS
+1,049.9%
-838.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.2% |
| 7D | +4.7% | +3.5% | +1.2% | +4.2% |
| 30D | +2.6% | -4.5% | +7.1% | +3.1% |
| 3M | +6.6% | -0.4% | +7.0% | +6.0% |
| 6M | +16.5% | +19.1% | -2.6% | +12.4% |
| YTD | +21.2% | +66.7% | -45.5% | +10.1% |
| 1Y | +17.9% | +96.5% | -78.5% | +3.8% |
| 3Y | +129.8% | +155.2% | -25.3% | +87.5% |
| 5Y | +133.0% | +88.0% | +45.0% | +99.4% |
| All | +210.9% | +1,049.9% | -838.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling