+2,393.1%
PWR vs KEY
+171.1%
+2,222.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -1.8% | +1.5% | +0.5% |
| 30D | -7.7% | -3.3% | -4.4% | -6.5% |
| 3M | -4.9% | -0.2% | -4.7% | -4.9% |
| 6M | +9.7% | +12.1% | -2.4% | +4.9% |
| YTD | +46.7% | +8.4% | +38.3% | +41.6% |
| 1Y | +58.7% | +17.6% | +41.1% | +47.9% |
| 3Y | +200.7% | +123.3% | +77.4% | +109.6% |
| 5Y | +438.6% | +39.5% | +399.0% | +326.3% |
| All | +2,393.1% | +171.1% | +2,222.0% | +1,290.9% |
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