+224.5%
KEEL vs PSLV
+165.9%
+58.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.6% |
| 7D | +2.9% | -3.5% | +6.3% | +4.9% |
| 30D | +0.8% | -2.1% | +3.0% | +2.8% |
| 3M | -35.3% | -1.6% | -33.7% | -34.8% |
| 6M | +59.4% | -25.5% | +84.9% | +82.7% |
| YTD | +51.9% | -11.4% | +63.3% | +44.9% |
| 1Y | +75.0% | +48.6% | +26.4% | +16.2% |
| 3Y | +224.5% | +166.9% | +57.7% | +65.3% |
| All | +224.5% | +165.9% | +58.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling