-45.3%
KEEL vs PSLV
+7.9%
-53.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -7.1% |
| 7D | -13.6% | -2.6% | -10.9% | -12.5% |
| 30D | -39.1% | -14.2% | -25.0% | -34.2% |
| 3M | -48.9% | -12.2% | -36.7% | -44.9% |
| 6M | -35.4% | -28.1% | -7.3% | -25.0% |
| YTD | -10.6% | -28.2% | +17.6% | -5.3% |
| 1Y | -45.3% | +9.1% | -54.4% | -68.5% |
| All | -45.3% | +7.9% | -53.2% | -68.5% |
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