+55.3%
PPL vs KEYS
+153.6%
-98.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +1.8% | +4.4% | -2.7% | +1.6% |
| 30D | -1.1% | -2.2% | +1.1% | -1.0% |
| 3M | 0.0% | +0.5% | -0.5% | -0.1% |
| 6M | -7.6% | +22.4% | -30.0% | -8.6% |
| YTD | +1.7% | +64.1% | -62.4% | -0.5% |
| 1Y | +1.5% | +97.0% | -95.4% | -1.5% |
| 3Y | +55.3% | +152.0% | -96.8% | +38.4% |
| All | +55.3% | +153.6% | -98.4% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling