+358.2%
PSX vs KEY
+95.2%
+262.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +6.4% | +1.8% | +4.7% | +5.6% |
| 30D | -10.2% | +7.1% | -17.3% | -13.2% |
| 3M | +17.2% | -5.9% | +23.1% | +20.2% |
| 6M | +51.8% | +2.2% | +49.6% | +48.8% |
| YTD | +108.0% | +6.4% | +101.6% | +98.3% |
| 1Y | +96.1% | +24.8% | +71.4% | +72.6% |
| 3Y | +155.9% | +125.2% | +30.6% | +62.5% |
| 5Y | +306.9% | +13.0% | +294.0% | +241.2% |
| All | +358.2% | +95.2% | +262.9% | +152.5% |
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