+354.0%
KEY vs PSLV
+115.4%
+238.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +2.7% | +2.7% | +0.1% | +2.6% |
| 30D | -3.2% | +3.5% | -6.7% | -3.5% |
| 3M | +1.0% | +0.3% | +0.7% | +0.8% |
| 6M | +11.9% | -21.0% | +32.9% | +13.1% |
| YTD | +8.7% | -8.9% | +17.6% | +7.7% |
| 1Y | +18.5% | +54.0% | -35.5% | +12.5% |
| 3Y | +124.0% | +175.4% | -51.5% | +103.1% |
| 5Y | +40.8% | +157.7% | -116.8% | +27.5% |
| 10Y | +167.0% | +184.9% | -17.9% | +134.9% |
| All | +354.0% | +115.4% | +238.6% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling