+141.2%
PSX vs KEY
+122.6%
+18.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +4.5% | +2.2% | +2.3% | +3.7% |
| 30D | +26.6% | -3.0% | +29.6% | +27.9% |
| 3M | +39.3% | +3.3% | +35.9% | +37.1% |
| 6M | +56.8% | +9.2% | +47.6% | +50.4% |
| YTD | +101.8% | +10.6% | +91.2% | +92.1% |
| 1Y | +99.6% | +20.4% | +79.2% | +83.0% |
| All | +141.2% | +122.6% | +18.6% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling