+177.6%
KEEL vs PSKY
-26.0%
+203.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | +7.8% | -0.2% | +7.9% | +7.8% |
| 30D | -11.7% | +24.0% | -35.7% | -14.3% |
| 3M | -41.5% | +2.2% | -43.7% | -41.3% |
| 6M | +54.9% | -9.0% | +63.9% | +58.2% |
| YTD | +47.7% | -18.1% | +65.8% | +58.3% |
| 1Y | +177.6% | -25.1% | +202.7% | +229.4% |
| All | +177.6% | -26.0% | +203.6% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling