+177.6%
KEEL vs PSLV
+57.1%
+120.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.2% |
| 7D | +7.8% | -0.6% | +8.4% | +8.1% |
| 30D | -11.7% | +7.3% | -19.0% | -14.2% |
| 3M | -41.5% | -7.4% | -34.1% | -39.4% |
| 6M | +54.9% | -20.3% | +75.2% | +67.8% |
| YTD | +47.7% | -8.2% | +55.9% | +39.8% |
| 1Y | +177.6% | +57.9% | +119.7% | +184.5% |
| All | +177.6% | +57.1% | +120.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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