+469.4%
PWR vs KEYS
+87.1%
+382.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.2% | +3.0% |
| 7D | +4.2% | +3.5% | +0.7% | +2.3% |
| 30D | -4.0% | -4.5% | +0.4% | -1.7% |
| 3M | -4.8% | -0.4% | -4.4% | -4.7% |
| 6M | +14.6% | +19.1% | -4.5% | +5.4% |
| YTD | +54.2% | +66.7% | -12.4% | +18.2% |
| 1Y | +67.1% | +96.5% | -29.3% | +17.5% |
| 3Y | +218.5% | +155.2% | +63.3% | +90.8% |
| All | +469.4% | +87.1% | +382.3% | +292.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling