+242.7%
PWR vs KEY
+127.6%
+115.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +11.3% | +2.9% | +8.4% | +10.3% |
| 30D | -8.9% | +8.4% | -17.3% | -11.3% |
| 3M | -10.5% | -5.8% | -4.7% | -8.8% |
| 6M | -22.2% | +5.4% | -27.6% | -23.6% |
| YTD | +42.7% | +7.1% | +35.7% | +39.2% |
| 1Y | +41.1% | +26.8% | +14.3% | +30.2% |
| 3Y | +242.7% | +128.7% | +114.1% | +168.8% |
| All | +242.7% | +127.6% | +115.1% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling