+299.5%
PSX vs KEY
+12.4%
+287.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +6.4% | +1.8% | +4.7% | +5.8% |
| 30D | -10.2% | +7.1% | -17.3% | -12.2% |
| 3M | +17.2% | -5.9% | +23.1% | +19.2% |
| 6M | +51.8% | +2.2% | +49.6% | +49.8% |
| YTD | +108.0% | +6.4% | +101.6% | +101.5% |
| 1Y | +96.1% | +24.8% | +71.4% | +79.7% |
| 3Y | +155.9% | +125.2% | +30.6% | +94.2% |
| All | +299.5% | +12.4% | +287.0% | +251.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling