+370.1%
PSX vs KEY
+167.0%
+203.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +2.4% |
| 7D | +2.8% | +2.7% | +0.1% | +1.5% |
| 30D | +27.8% | -3.2% | +31.0% | +29.6% |
| 3M | +42.0% | +1.0% | +41.1% | +40.7% |
| 6M | +58.1% | +11.9% | +46.2% | +48.0% |
| YTD | +105.0% | +8.7% | +96.3% | +94.0% |
| 1Y | +104.9% | +18.5% | +86.4% | +85.1% |
| 3Y | +134.1% | +124.0% | +10.1% | +48.6% |
| 5Y | +363.8% | +40.8% | +323.0% | +242.7% |
| 10Y | +370.1% | +167.0% | +203.1% | +129.2% |
| All | +370.1% | +167.0% | +203.1% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling