+40.1%
PYPL vs KEYS
+1,049.9%
-1,009.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.2% |
| 7D | -2.3% | +3.5% | -5.7% | -4.0% |
| 30D | -9.0% | -4.5% | -4.6% | -7.3% |
| 3M | +30.6% | -0.4% | +31.0% | +27.7% |
| 6M | +18.6% | +19.1% | -0.6% | +3.7% |
| YTD | -7.2% | +66.7% | -73.8% | -34.2% |
| 1Y | -19.3% | +96.5% | -115.7% | -48.3% |
| 3Y | -12.3% | +155.2% | -167.4% | -53.2% |
| 5Y | -80.9% | +88.0% | -168.9% | -88.1% |
| All | +40.1% | +1,049.9% | -1,009.8% | -58.2% |
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