+51.4%
PYPL vs KEY
+132.9%
-81.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | -4.9% | -3.0% | -1.9% | -4.0% |
| 3M | +28.9% | +3.3% | +25.5% | +27.5% |
| 6M | +18.2% | +9.2% | +9.0% | +14.7% |
| YTD | -5.0% | +10.6% | -15.7% | -8.8% |
| 1Y | -18.8% | +20.4% | -39.2% | -24.2% |
| 3Y | -12.6% | +121.8% | -134.4% | -33.6% |
| 5Y | -80.8% | +41.1% | -121.9% | -83.8% |
| 10Y | +49.9% | +168.5% | -118.6% | -11.6% |
| All | +51.4% | +132.9% | -81.5% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling