+56.8%
PSX vs KEY
+9.7%
+47.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.3% |
| 7D | +4.5% | +2.2% | +2.3% | +5.2% |
| 30D | +26.6% | -3.0% | +29.6% | +25.1% |
| 3M | +39.3% | +3.3% | +35.9% | +41.2% |
| 6M | +56.8% | +9.2% | +47.6% | +64.3% |
| All | +56.8% | +9.7% | +47.1% | +64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling