+1,796.7%
PWR vs KEY
+109.2%
+1,687.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -11.2% | +0.5% | -11.8% | -11.3% |
| 30D | -17.4% | +6.9% | -24.3% | -19.6% |
| 3M | -11.7% | -5.0% | -6.7% | -10.1% |
| 6M | -21.7% | +0.7% | -22.4% | -22.1% |
| YTD | +38.3% | +6.5% | +31.8% | +34.3% |
| 1Y | +29.6% | +22.6% | +7.0% | +18.9% |
| 3Y | +236.1% | +125.3% | +110.8% | +133.4% |
| 5Y | +406.3% | +13.9% | +392.4% | +340.8% |
| 10Y | +1,796.7% | +105.3% | +1,691.4% | +989.5% |
| All | +1,796.7% | +109.2% | +1,687.5% | +989.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling