+1,907.0%
PWR vs KEYS
+1,067.2%
+839.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.6% |
| 7D | -0.2% | +0.9% | -1.2% | -0.6% |
| 30D | -7.7% | -5.3% | -2.5% | -5.4% |
| 3M | -4.9% | +0.5% | -5.4% | -5.1% |
| 6M | +9.7% | +14.0% | -4.3% | +3.9% |
| YTD | +46.7% | +60.3% | -13.6% | +17.9% |
| 1Y | +58.7% | +91.3% | -32.6% | +17.6% |
| 3Y | +200.7% | +146.1% | +54.6% | +95.9% |
| 5Y | +438.6% | +80.8% | +357.8% | +292.0% |
| 10Y | +2,392.1% | +1,002.8% | +1,389.3% | +754.9% |
| All | +1,907.0% | +1,067.2% | +839.8% | +557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling