+1,844.9%
PWR vs KEY
+95.2%
+1,749.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | +1.8% | +17.3% | +18.3% |
| 30D | -12.0% | +7.1% | -19.1% | -14.4% |
| 3M | -10.6% | -5.9% | -4.7% | -8.6% |
| 6M | -20.8% | +2.2% | -23.0% | -21.7% |
| YTD | +43.7% | +6.4% | +37.3% | +39.6% |
| 1Y | +35.0% | +24.8% | +10.2% | +23.0% |
| 3Y | +249.4% | +125.2% | +124.2% | +142.6% |
| 5Y | +422.1% | +13.0% | +409.1% | +356.4% |
| All | +1,844.9% | +95.2% | +1,749.7% | +1,039.9% |
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