+20.4%
KEY vs PSLV
+57.1%
-36.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | -3.0% | +7.3% | -10.3% | -3.1% |
| 3M | +3.3% | -7.4% | +10.8% | +3.4% |
| 6M | +9.2% | -20.3% | +29.5% | +9.3% |
| YTD | +10.6% | -8.2% | +18.9% | +10.3% |
| 1Y | +20.4% | +57.9% | -37.5% | +21.1% |
| All | +20.4% | +57.1% | -36.7% | +21.1% |
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