-1.3%
PPL vs KEYS
+92.7%
-94.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | -1.8% | +0.9% | -2.7% | -1.8% |
| 30D | -2.2% | -5.3% | +3.0% | -2.1% |
| 3M | -3.1% | +0.5% | -3.6% | -3.2% |
| 6M | -8.1% | +14.0% | -22.2% | -8.9% |
| YTD | 0.0% | +60.3% | -60.2% | -0.9% |
| 1Y | -1.3% | +91.3% | -92.6% | -2.2% |
| All | -1.3% | +92.7% | -94.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling