+2,521.4%
PWR vs KEYS
+1,049.9%
+1,471.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.2% | +3.2% |
| 7D | +4.2% | +3.5% | +0.7% | +2.5% |
| 30D | -4.0% | -4.5% | +0.4% | -1.9% |
| 3M | -4.8% | -0.4% | -4.4% | -4.6% |
| 6M | +14.6% | +19.1% | -4.5% | +6.2% |
| YTD | +54.2% | +66.7% | -12.4% | +21.0% |
| 1Y | +67.1% | +96.5% | -29.3% | +21.3% |
| 3Y | +218.5% | +155.2% | +63.3% | +101.5% |
| 5Y | +466.3% | +88.0% | +378.3% | +300.6% |
| All | +2,521.4% | +1,049.9% | +1,471.6% | +759.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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