+14.5%
KEY vs PSA
+26.3%
-11.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.9% | -1.4% | +4.4% | +3.5% |
| 30D | +8.4% | +15.2% | -6.7% | +2.4% |
| 3M | -5.8% | +2.2% | -8.0% | -6.7% |
| 6M | +5.4% | +11.7% | -6.2% | +0.4% |
| YTD | +7.1% | +32.0% | -25.0% | -5.3% |
| 1Y | +26.8% | +26.3% | +0.5% | +14.1% |
| 3Y | +128.7% | +52.4% | +76.3% | +83.4% |
| All | +14.5% | +26.3% | -11.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling