-12.3%
PYPL vs KEYS
+154.3%
-166.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.5% |
| 7D | -2.3% | +3.5% | -5.7% | -3.3% |
| 30D | -9.0% | -4.5% | -4.6% | -7.9% |
| 3M | +30.6% | -0.4% | +31.0% | +28.8% |
| 6M | +18.6% | +19.1% | -0.6% | +7.3% |
| YTD | -7.2% | +66.7% | -73.8% | -29.9% |
| 1Y | -19.3% | +96.5% | -115.7% | -44.4% |
| 3Y | -12.3% | +155.2% | -167.4% | -53.5% |
| All | -12.3% | +154.3% | -166.6% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling