+48.0%
PYPL vs KEYS
+989.2%
-941.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.1% |
| 7D | -2.3% | +3.5% | -5.7% | -3.9% |
| 30D | -9.0% | -4.5% | -4.6% | -7.4% |
| 3M | +30.6% | -0.4% | +31.0% | +27.8% |
| 6M | +18.6% | +19.1% | -0.6% | +4.3% |
| YTD | -7.2% | +66.7% | -73.8% | -33.2% |
| 1Y | -19.3% | +96.5% | -115.7% | -47.2% |
| 3Y | -12.3% | +155.2% | -167.4% | -51.7% |
| 5Y | -80.9% | +88.0% | -168.9% | -87.8% |
| 10Y | +42.9% | +1,046.8% | -1,003.9% | -57.4% |
| All | +48.0% | +989.2% | -941.3% | -51.6% |
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