+161.6%
KEY vs PSLV
+189.7%
-28.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.4% |
| 7D | -1.8% | -4.9% | +3.1% | -1.4% |
| 30D | -3.3% | -1.9% | -1.4% | -3.2% |
| 3M | -0.2% | +4.2% | -4.4% | -0.8% |
| 6M | +12.1% | -27.6% | +39.7% | +14.7% |
| YTD | +8.4% | -11.7% | +20.1% | +6.9% |
| 1Y | +17.6% | +49.3% | -31.7% | +8.3% |
| 3Y | +123.3% | +167.1% | -43.8% | +90.6% |
| 5Y | +39.5% | +151.7% | -112.2% | +18.5% |
| All | +161.6% | +189.7% | -28.1% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling