+132.2%
PSX vs KEY
+106.2%
+25.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -13.1% | -1.3% | -11.8% | -12.7% |
| 30D | -9.5% | +5.1% | -14.7% | -11.3% |
| 3M | +20.2% | -7.1% | +27.3% | +23.2% |
| 6M | +44.9% | -4.4% | +49.3% | +46.2% |
| YTD | +94.4% | +4.0% | +90.4% | +88.2% |
| 1Y | +83.1% | +23.4% | +59.7% | +63.9% |
| 3Y | +132.2% | +113.9% | +18.2% | +81.2% |
| All | +132.2% | +106.2% | +25.9% | +81.2% |
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 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