+446.0%
PWR vs KEY
+40.7%
+405.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +3.6% | +2.2% | +1.4% | +2.9% |
| 30D | -8.6% | -3.0% | -5.6% | -7.7% |
| 3M | -13.2% | +3.3% | -16.5% | -14.0% |
| 6M | +9.9% | +9.2% | +0.7% | +7.2% |
| YTD | +48.0% | +10.6% | +37.4% | +43.5% |
| 1Y | +66.2% | +20.4% | +45.8% | +56.9% |
| 3Y | +195.1% | +121.8% | +73.3% | +130.2% |
| All | +446.0% | +40.7% | +405.3% | +377.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling