+90.1%
KEYS vs PSLV
+154.2%
-64.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | -3.5% | +6.9% | +4.2% |
| 30D | -4.5% | -2.1% | -2.3% | -4.2% |
| 3M | -0.4% | -1.6% | +1.2% | -0.5% |
| 6M | +19.1% | -25.5% | +44.6% | +24.6% |
| YTD | +66.7% | -11.4% | +78.1% | +62.5% |
| 1Y | +96.5% | +48.6% | +47.9% | +66.5% |
| 3Y | +155.2% | +166.9% | -11.7% | +83.6% |
| All | +90.1% | +154.2% | -64.2% | +29.3% |
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