-31.1%
PWR vs KEY
-3.4%
-27.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.4% |
| 7D | -12.9% | -1.3% | -11.6% | -12.3% |
| 30D | -22.8% | +5.1% | -28.0% | -24.0% |
| 3M | -19.0% | -7.1% | -11.9% | -15.2% |
| 6M | -31.1% | -4.4% | -26.7% | -30.1% |
| All | -31.1% | -3.4% | -27.7% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling