+36.8%
PPL vs KEYS
+82.0%
-45.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | -1.3% | -1.3% | +0.1% | -1.2% |
| 3M | -2.6% | -0.1% | -2.5% | -2.9% |
| 6M | -8.4% | +17.4% | -25.8% | -10.6% |
| YTD | +0.2% | +62.9% | -62.7% | -6.4% |
| 1Y | -0.2% | +95.7% | -96.0% | -9.2% |
| 3Y | +52.9% | +150.2% | -97.3% | +30.2% |
| 5Y | +36.8% | +83.1% | -46.3% | +19.8% |
| All | +36.8% | +82.0% | -45.1% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling