+280.1%
KEEL vs PSKY
-71.6%
+351.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.8% | -7.8% |
| 7D | +2.7% | -6.0% | +8.7% | +4.8% |
| 30D | +4.6% | +10.7% | -6.1% | +0.4% |
| 3M | -34.5% | +1.2% | -35.6% | -35.6% |
| 6M | +59.3% | +1.5% | +57.8% | +55.2% |
| YTD | +46.4% | -21.8% | +68.1% | +53.7% |
| 1Y | +96.6% | -30.2% | +126.7% | +112.7% |
| 3Y | +182.0% | -20.1% | +202.1% | +161.4% |
| 5Y | -38.2% | -70.5% | +32.3% | -19.3% |
| All | +280.1% | -71.6% | +351.7% | +350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling