+378.1%
PSX vs KEYS
+1,049.9%
-671.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.9% |
| 7D | +1.7% | +3.5% | -1.8% | +0.6% |
| 30D | +15.6% | -4.5% | +20.1% | +17.0% |
| 3M | +46.5% | -0.4% | +46.9% | +45.0% |
| 6M | +55.0% | +19.1% | +35.9% | +43.2% |
| YTD | +105.3% | +66.7% | +38.6% | +65.7% |
| 1Y | +101.6% | +96.5% | +5.1% | +52.2% |
| 3Y | +134.1% | +155.2% | -21.0% | +57.3% |
| 5Y | +368.7% | +88.0% | +280.7% | +240.2% |
| All | +378.1% | +1,049.9% | -671.8% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling