+99.6%
PSX vs KEYS
+98.0%
+1.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +4.5% | +2.3% | +2.3% | +4.5% |
| 30D | +26.6% | -2.6% | +29.2% | +26.6% |
| 3M | +39.3% | -4.6% | +43.9% | +39.1% |
| 6M | +56.8% | +8.7% | +48.1% | +55.9% |
| YTD | +101.8% | +61.0% | +40.8% | +92.8% |
| 1Y | +99.6% | +96.0% | +3.6% | +88.6% |
| All | +99.6% | +98.0% | +1.6% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling