+39.4%
PPL vs KEY
+40.7%
-1.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | +2.2% | +0.5% | +2.4% |
| 30D | +0.5% | -3.0% | +3.5% | +0.8% |
| 3M | +0.7% | +3.3% | -2.7% | +0.2% |
| 6M | -7.6% | +9.2% | -16.8% | -8.7% |
| YTD | +1.8% | +10.6% | -8.8% | +0.3% |
| 1Y | -0.8% | +20.4% | -21.2% | -3.5% |
| 3Y | +56.9% | +121.8% | -65.0% | +37.4% |
| All | +39.4% | +40.7% | -1.3% | +30.9% |
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