+39.5%
KEY vs PSLV
+162.3%
-122.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -0.3% | +3.3% | -3.6% | -0.5% |
| 30D | -3.3% | +2.1% | -5.4% | -3.4% |
| 3M | -0.7% | +7.1% | -7.9% | -1.3% |
| 6M | +12.5% | -21.6% | +34.1% | +13.8% |
| YTD | +8.4% | -6.7% | +15.1% | +6.4% |
| 1Y | +18.4% | +59.3% | -40.8% | +9.3% |
| 3Y | +123.3% | +182.1% | -58.8% | +94.1% |
| All | +39.5% | +162.3% | -122.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling