+47.1%
PPL vs KEYS
+59.1%
-12.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -0.4% | +9.4% | -9.8% | -1.1% |
| 30D | +2.6% | -16.8% | +19.4% | +4.1% |
| 3M | +0.8% | -15.9% | +16.7% | +2.0% |
| 6M | +1.4% | -17.6% | +19.0% | +2.6% |
| YTD | +4.3% | +46.5% | -42.2% | -2.0% |
| 1Y | +0.8% | +66.9% | -66.1% | -7.1% |
| 3Y | +57.9% | +141.4% | -83.5% | +32.6% |
| All | +47.1% | +59.1% | -12.0% | +29.9% |
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